-17.0%
AMRZ vs LCID
-86.3%
+69.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.6% | +8.2% | -2.6% |
| 7D | +2.5% | -6.9% | +9.4% | +2.9% |
| 30D | +14.4% | -28.4% | +42.8% | +16.6% |
| 3M | -19.2% | -55.5% | +36.4% | -15.4% |
| 6M | -19.7% | -52.3% | +32.6% | -17.3% |
| YTD | -20.2% | -71.8% | +51.6% | -14.2% |
| 1Y | -15.1% | -82.7% | +67.7% | -7.5% |
| All | -17.0% | -86.3% | +69.3% | -9.4% |
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 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