-9.1%
AMCR vs LCID
-99.3%
+90.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.3% | +10.0% | -0.5% |
| 7D | -4.5% | +9.2% | -13.7% | -5.2% |
| 30D | +4.9% | -3.0% | +7.8% | +4.8% |
| 3M | -4.6% | -50.2% | +45.7% | -0.3% |
| 6M | +15.2% | -45.8% | +61.0% | +18.2% |
| YTD | +9.7% | -69.2% | +78.9% | +16.6% |
| 1Y | +10.5% | -80.4% | +90.9% | +20.9% |
| 3Y | +13.8% | -91.4% | +105.3% | +27.0% |
| 5Y | -9.1% | -99.3% | +90.1% | +12.0% |
| All | -9.1% | -99.3% | +90.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling