+41.4%
ALB vs LCID
-95.5%
+136.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -4.4% | +1.8% | -6.2% | -4.7% |
| 30D | -1.2% | -34.2% | +33.1% | +6.4% |
| 3M | -13.3% | -9.1% | -4.2% | -15.4% |
| 6M | -19.8% | -52.6% | +32.9% | -11.6% |
| YTD | -7.9% | -56.2% | +48.3% | +2.3% |
| 1Y | +60.2% | -74.9% | +135.0% | +96.7% |
| 3Y | -26.4% | -92.1% | +65.6% | +4.5% |
| 5Y | -42.5% | -97.6% | +55.0% | -6.6% |
| All | +41.4% | -95.5% | +136.9% | +148.2% |
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