+99.8%
ALLE vs LCID
-96.5%
+196.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +2.2% |
| 7D | -0.6% | +20.0% | -20.6% | -1.8% |
| 30D | +26.6% | -5.0% | +31.6% | +26.7% |
| 3M | +13.2% | -48.9% | +62.0% | +17.3% |
| 6M | +42.9% | -43.2% | +86.1% | +45.6% |
| YTD | +21.0% | -65.9% | +87.0% | +26.6% |
| 1Y | +15.2% | -79.2% | +94.3% | +23.9% |
| 3Y | +95.6% | -90.4% | +186.0% | +113.8% |
| 5Y | +53.4% | -99.2% | +152.6% | +73.2% |
| All | +99.8% | -96.5% | +196.3% | +145.4% |
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