Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AME vs LCID✓SelectedUSD · LCIDAME vs LCID performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

AME vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+145.0%
LCID return
-95.4%
Excess return
+240.4%
Maximum drawdown
-27.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D+1.5%+1.7%-0.2%+1.4%
7D+0.6%-6.6%+7.2%+0.9%
30D-6.7%-30.1%+23.5%-5.4%
3M+4.1%-17.6%+21.7%+4.2%
6M+1.6%-54.4%+56.0%+4.0%
YTD+16.1%-55.7%+71.9%+18.8%
1Y+27.3%-71.0%+98.4%+32.2%
3Y+50.9%-92.6%+143.5%+61.7%
5Y+81.4%-97.6%+179.0%+100.8%
All+145.0%-95.4%+240.4%+174.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling