+142.7%
AMAT vs LCID
-93.0%
+235.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.4% | -6.2% | +3.0% |
| 7D | -14.7% | +8.9% | -23.6% | -15.5% |
| 30D | -36.1% | -15.4% | -20.7% | -35.0% |
| 3M | -36.9% | -52.9% | +16.0% | -31.7% |
| 6M | -22.2% | -46.8% | +24.7% | -18.5% |
| YTD | +29.9% | -68.9% | +98.8% | +44.5% |
| 1Y | +43.3% | -81.7% | +124.9% | +69.0% |
| 3Y | +142.7% | -92.4% | +235.1% | +205.9% |
| All | +142.7% | -93.0% | +235.7% | +205.9% |
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