+5.1%
ALB vs LCID
-96.4%
+101.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.6% |
| 7D | +1.1% | +8.9% | -7.8% | -1.0% |
| 30D | -2.6% | +6.8% | -9.4% | -4.6% |
| 3M | -25.6% | -45.2% | +19.7% | -17.8% |
| 6M | -54.0% | -39.1% | -14.9% | -52.0% |
| YTD | -31.6% | -65.3% | +33.7% | -21.3% |
| 1Y | -6.6% | -78.4% | +71.8% | +17.3% |
| 3Y | -14.0% | -90.3% | +76.3% | +18.5% |
| 5Y | -62.5% | -99.2% | +36.6% | -33.4% |
| All | +5.1% | -96.4% | +101.5% | +90.8% |
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