+343.6%
APA vs LCID
-96.8%
+440.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.3% | +13.3% | +2.9% |
| 7D | +9.6% | +9.2% | +0.4% | +8.6% |
| 30D | -0.2% | -3.0% | +2.8% | -0.5% |
| 3M | +19.8% | -50.2% | +70.1% | +26.2% |
| 6M | +30.1% | -45.8% | +75.9% | +33.5% |
| YTD | +100.4% | -69.2% | +169.6% | +115.7% |
| 1Y | +105.2% | -80.4% | +185.6% | +130.3% |
| 3Y | +44.6% | -91.4% | +136.0% | +67.4% |
| 5Y | +88.8% | -99.3% | +188.1% | +153.7% |
| All | +343.6% | -96.8% | +440.5% | +510.1% |
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