+102.5%
AEP vs LCID
-96.3%
+198.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.4% |
| 7D | -0.8% | +24.8% | -25.6% | -0.9% |
| 30D | +4.9% | -0.5% | +5.4% | +4.9% |
| 3M | +4.9% | -43.0% | +47.8% | +5.1% |
| 6M | -0.3% | -40.5% | +40.3% | -0.2% |
| YTD | +14.3% | -64.3% | +78.6% | +14.8% |
| 1Y | +7.5% | -78.1% | +85.6% | +8.5% |
| 3Y | +82.6% | -90.1% | +172.7% | +84.6% |
| 5Y | +81.5% | -99.1% | +180.5% | +83.5% |
| All | +102.5% | -96.3% | +198.8% | +105.8% |
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