+7.3%
AMCR vs LCID
-95.4%
+102.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.9% | -6.6% | +4.7% | -1.6% |
| 30D | -4.1% | -30.1% | +26.1% | -2.5% |
| 3M | +21.7% | -17.6% | +39.3% | +21.8% |
| 6M | +1.5% | -54.4% | +55.9% | +4.2% |
| YTD | +13.1% | -55.7% | +68.8% | +16.0% |
| 1Y | +16.5% | -71.0% | +87.5% | +21.4% |
| 3Y | +10.3% | -92.6% | +102.9% | +18.5% |
| 5Y | -7.7% | -97.6% | +89.9% | +1.7% |
| All | +7.3% | -95.4% | +102.7% | +23.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling