+191.0%
AEM vs LCID
-95.4%
+286.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -0.5% | -6.6% | +6.1% | -0.4% |
| 30D | +24.0% | -30.1% | +54.2% | +25.0% |
| 3M | +16.1% | -17.6% | +33.7% | +16.0% |
| 6M | -11.6% | -54.4% | +42.8% | -10.5% |
| YTD | +21.5% | -55.7% | +77.3% | +23.1% |
| 1Y | +39.2% | -71.0% | +110.2% | +42.1% |
| 3Y | +347.4% | -92.6% | +440.1% | +359.9% |
| 5Y | +290.1% | -97.6% | +387.8% | +306.5% |
| All | +191.0% | -95.4% | +286.4% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling