+637.9%
AMD vs LCID
-96.4%
+734.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.7% | +10.0% | +7.7% |
| 7D | +13.1% | +8.9% | +4.2% | +11.9% |
| 30D | -7.0% | +6.8% | -13.8% | -7.9% |
| 3M | +16.6% | -45.2% | +61.8% | +27.3% |
| 6M | +20.5% | -39.1% | +59.7% | +26.3% |
| YTD | +158.2% | -65.3% | +223.5% | +192.6% |
| 1Y | +132.8% | -78.4% | +211.2% | +182.5% |
| 3Y | +366.2% | -90.3% | +456.6% | +486.8% |
| 5Y | +278.7% | -99.2% | +377.9% | +547.2% |
| All | +637.9% | -96.4% | +734.3% | +1,028.6% |
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