+179.5%
AEM vs LCID
-95.9%
+275.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.9% |
| 7D | -5.0% | -9.1% | +4.1% | -4.8% |
| 30D | +8.5% | -37.6% | +46.1% | +9.7% |
| 3M | +29.3% | -11.1% | +40.3% | +28.9% |
| 6M | -12.9% | -59.2% | +46.3% | -11.6% |
| YTD | +16.8% | -60.5% | +77.2% | +18.6% |
| 1Y | +29.8% | -78.5% | +108.3% | +33.4% |
| 3Y | +336.7% | -92.8% | +429.6% | +350.0% |
| 5Y | +299.9% | -97.9% | +397.8% | +317.6% |
| All | +179.5% | -95.9% | +275.5% | +209.6% |
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