+15.4%
AMCR vs LCID
-92.2%
+107.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.6% |
| 7D | -2.4% | -10.2% | +7.8% | -1.8% |
| 30D | +3.6% | -10.2% | +13.8% | +4.1% |
| 3M | -4.2% | -54.1% | +49.9% | +0.4% |
| 6M | +15.5% | -53.8% | +69.3% | +19.7% |
| YTD | +9.7% | -72.0% | +81.8% | +17.1% |
| 1Y | +8.3% | -80.5% | +88.8% | +18.0% |
| 3Y | +15.4% | -92.6% | +107.9% | +30.3% |
| All | +15.4% | -92.2% | +107.5% | +30.3% |
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 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