+2.2%
AMCR vs LCID
-95.9%
+98.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -5.0% | -9.1% | +4.2% | -4.5% |
| 30D | -8.0% | -37.6% | +29.6% | -6.0% |
| 3M | +14.3% | -11.1% | +25.3% | +14.1% |
| 6M | +5.3% | -59.2% | +64.5% | +8.7% |
| YTD | +7.7% | -60.5% | +68.2% | +11.1% |
| 1Y | +10.8% | -78.5% | +89.3% | +17.1% |
| 3Y | +9.6% | -92.8% | +102.4% | +18.1% |
| 5Y | -10.2% | -97.9% | +87.7% | -0.6% |
| All | +2.2% | -95.9% | +98.1% | +18.1% |
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