-19.0%
ADSK vs LCID
-99.3%
+80.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +3.1% |
| 7D | +1.0% | -10.2% | +11.2% | +2.2% |
| 30D | +14.4% | -10.2% | +24.6% | +15.3% |
| 3M | +2.5% | -54.1% | +56.6% | +12.6% |
| 6M | +14.5% | -53.8% | +68.2% | +22.9% |
| YTD | -10.7% | -72.0% | +61.4% | +1.6% |
| 1Y | -11.0% | -80.5% | +69.5% | +6.5% |
| 3Y | +25.9% | -92.6% | +118.4% | +59.2% |
| All | -19.0% | -99.3% | +80.4% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling