-20.6%
AKAM vs LCID
-96.8%
+76.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.2% | +0.6% |
| 7D | +11.2% | +9.2% | +2.0% | +10.5% |
| 30D | -13.4% | -3.0% | -10.4% | -13.4% |
| 3M | -29.5% | -50.2% | +20.7% | -26.7% |
| 6M | -42.1% | -45.8% | +3.7% | -40.7% |
| YTD | -0.8% | -69.2% | +68.4% | +4.6% |
| 1Y | -3.9% | -80.4% | +76.5% | +3.7% |
| 3Y | -21.9% | -91.4% | +69.6% | -14.4% |
| 5Y | -22.4% | -99.3% | +76.9% | -9.9% |
| All | -20.6% | -96.8% | +76.2% | -5.1% |
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