-5.7%
ADSK vs LCID
-95.9%
+90.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.5% | -9.8% | +7.3% | -1.4% |
| 30D | -14.9% | -35.5% | +20.6% | -10.8% |
| 3M | +3.3% | -18.4% | +21.7% | +3.8% |
| 6M | -15.7% | -60.5% | +44.8% | -8.6% |
| YTD | -28.2% | -60.1% | +31.8% | -22.8% |
| 1Y | -34.5% | -78.8% | +44.2% | -24.6% |
| 3Y | -2.9% | -92.8% | +89.9% | +19.5% |
| 5Y | -25.3% | -97.9% | +72.6% | +5.0% |
| All | -5.7% | -95.9% | +90.2% | +40.8% |
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