+0.9%
AKAM vs LCID
-92.3%
+93.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.5% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | -4.5% | -34.2% | +29.8% | -1.5% |
| 3M | -25.6% | -9.1% | -16.4% | -26.2% |
| 6M | +5.7% | -52.6% | +58.3% | +10.6% |
| YTD | +21.0% | -56.2% | +77.2% | +27.0% |
| 1Y | +33.9% | -74.9% | +108.8% | +45.5% |
| 3Y | +0.9% | -92.1% | +93.0% | +13.7% |
| All | +0.9% | -92.3% | +93.2% | +13.7% |
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