+132.8%
AMAT vs LCID
-93.7%
+226.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -12.2% |
| 7D | -24.3% | -6.9% | -17.4% | -23.6% |
| 30D | -39.8% | -28.4% | -11.4% | -37.6% |
| 3M | -40.2% | -55.5% | +15.3% | -34.8% |
| 6M | -22.1% | -52.3% | +30.2% | -17.4% |
| YTD | +24.7% | -71.8% | +96.5% | +40.3% |
| 1Y | +33.3% | -82.7% | +116.0% | +58.3% |
| All | +132.8% | -93.7% | +226.5% | +197.0% |
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