-7.1%
AMT vs LCID
-96.5%
+89.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | -0.3% |
| 7D | +0.4% | +20.0% | -19.6% | -0.4% |
| 30D | +3.7% | -5.0% | +8.7% | +3.7% |
| 3M | +10.7% | -48.9% | +59.6% | +13.4% |
| 6M | +9.3% | -43.2% | +52.5% | +10.7% |
| YTD | +10.9% | -65.9% | +76.9% | +14.5% |
| 1Y | +10.5% | -79.2% | +89.7% | +16.4% |
| 3Y | +15.5% | -90.4% | +106.0% | +22.7% |
| 5Y | -20.6% | -99.2% | +78.6% | -11.4% |
| All | -7.1% | -96.5% | +89.3% | +12.6% |
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