+222.0%
ALL vs LCID
-96.8%
+318.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.4% | -14.9% | -4.5% |
| 7D | -1.9% | +8.9% | -10.9% | -2.0% |
| 30D | +13.8% | -15.4% | +29.2% | +13.8% |
| 3M | -7.0% | -52.9% | +45.9% | -6.7% |
| 6M | +18.0% | -46.8% | +64.9% | +18.3% |
| YTD | +24.2% | -68.9% | +93.1% | +24.9% |
| 1Y | +31.2% | -81.7% | +112.9% | +32.7% |
| 3Y | +107.5% | -92.4% | +199.9% | +110.8% |
| 5Y | +144.8% | -99.2% | +244.0% | +152.9% |
| All | +222.0% | -96.8% | +318.7% | +253.5% |
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