-12.9%
ALB vs LCID
-93.0%
+80.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -1.5% |
| 7D | +9.1% | +8.9% | +0.1% | +6.5% |
| 30D | -3.4% | -15.4% | +12.0% | -0.5% |
| 3M | -20.6% | -52.9% | +32.3% | -7.1% |
| 6M | -48.2% | -46.8% | -1.3% | -43.8% |
| YTD | -29.2% | -68.9% | +39.6% | -12.6% |
| 1Y | +10.0% | -81.7% | +91.7% | +57.1% |
| 3Y | -12.9% | -92.4% | +79.5% | +49.3% |
| All | -12.9% | -93.0% | +80.1% | +49.3% |
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