+639.5%
AMAT vs LCID
-96.4%
+736.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.7% | +8.7% | +6.4% |
| 7D | +7.0% | +8.9% | -2.0% | +5.9% |
| 30D | -20.6% | +6.8% | -27.4% | -21.5% |
| 3M | -24.8% | -45.2% | +20.5% | -19.2% |
| 6M | -10.7% | -39.1% | +28.4% | -7.7% |
| YTD | +54.3% | -65.3% | +119.6% | +70.5% |
| 1Y | +73.7% | -78.4% | +152.1% | +103.9% |
| 3Y | +168.4% | -90.3% | +258.8% | +227.1% |
| 5Y | +167.6% | -99.2% | +266.7% | +312.3% |
| All | +639.5% | -96.4% | +736.0% | +880.3% |
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 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