+39.3%
ACI vs LCID
-95.9%
+135.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -7.1% | -9.1% | +2.1% | -7.0% |
| 30D | -4.5% | -37.6% | +33.1% | -3.9% |
| 3M | -22.3% | -11.1% | -11.2% | -22.2% |
| 6M | -28.4% | -59.2% | +30.8% | -27.8% |
| YTD | -29.5% | -60.5% | +30.9% | -28.9% |
| 1Y | -34.2% | -78.5% | +44.3% | -33.2% |
| 3Y | -45.7% | -92.8% | +47.2% | -44.4% |
| 5Y | -40.8% | -97.9% | +57.1% | -40.1% |
| All | +39.3% | -95.9% | +135.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling