-94.1%
AMC vs LCID
-96.8%
+2.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.3% | +9.0% | -0.3% |
| 7D | +8.4% | +9.2% | -0.8% | +6.6% |
| 30D | +9.2% | -3.0% | +12.1% | +9.4% |
| 3M | +32.0% | -50.2% | +82.2% | +48.3% |
| 6M | +149.3% | -45.8% | +195.1% | +167.1% |
| YTD | +114.1% | -69.2% | +183.3% | +149.8% |
| 1Y | +35.8% | -80.4% | +116.2% | +72.4% |
| 3Y | -58.3% | -91.4% | +33.1% | -42.6% |
| 5Y | -99.2% | -99.3% | +0.1% | -98.8% |
| All | -94.1% | -96.8% | +2.7% | -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