+319.1%
AEM vs LCID
-90.3%
+409.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.2% |
| 7D | +1.4% | +8.9% | -7.5% | +0.7% |
| 30D | -1.2% | +6.8% | -8.0% | -1.9% |
| 3M | +2.5% | -45.2% | +47.8% | +5.6% |
| 6M | -5.1% | -39.1% | +34.1% | -3.9% |
| YTD | +10.4% | -65.3% | +75.7% | +15.1% |
| 1Y | +11.8% | -78.4% | +90.2% | +19.5% |
| All | +319.1% | -90.3% | +409.4% | +369.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling