-94.0%
AMC vs LCID
-96.5%
+2.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +6.6% |
| 7D | +6.6% | +20.0% | -13.4% | +3.3% |
| 30D | +14.1% | -5.0% | +19.1% | +14.7% |
| 3M | +31.3% | -48.9% | +80.1% | +46.9% |
| 6M | +126.7% | -43.2% | +169.9% | +141.2% |
| YTD | +117.9% | -65.9% | +183.9% | +149.9% |
| 1Y | +41.1% | -79.2% | +120.2% | +77.4% |
| 3Y | -61.0% | -90.4% | +29.4% | -47.3% |
| 5Y | -99.1% | -99.2% | 0.0% | -98.8% |
| All | -94.0% | -96.5% | +2.5% | -78.1% |
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