+116.3%
ACWI vs LCID
-97.1%
+213.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.3% |
| 7D | +2.4% | -10.2% | +12.6% | +3.0% |
| 30D | -1.7% | -10.2% | +8.5% | -1.3% |
| 3M | -3.9% | -54.1% | +50.2% | +0.2% |
| 6M | +0.8% | -53.8% | +54.5% | +4.0% |
| YTD | +11.0% | -72.0% | +83.1% | +17.5% |
| 1Y | +13.1% | -80.5% | +93.6% | +22.2% |
| 3Y | +73.9% | -92.6% | +166.4% | +92.4% |
| 5Y | +59.0% | -99.3% | +158.4% | +91.5% |
| All | +116.3% | -97.1% | +213.4% | +165.7% |
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