+92.1%
AMDL vs LCID
-86.4%
+178.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.1% | +1.1% |
| 7D | +5.4% | +24.8% | -19.4% | +0.3% |
| 30D | -36.6% | -0.5% | -36.1% | -35.7% |
| 3M | -1.0% | -43.0% | +42.0% | +17.7% |
| 6M | -12.1% | -40.5% | +28.4% | -0.9% |
| YTD | +215.1% | -64.3% | +279.4% | +313.7% |
| 1Y | +130.4% | -78.1% | +208.4% | +243.6% |
| All | +92.1% | -86.4% | +178.5% | +209.5% |
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