+314.7%
APA vs LCID
-96.5%
+411.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -1.0% |
| 7D | -8.7% | +20.0% | -28.7% | -10.3% |
| 30D | -2.4% | -5.0% | +2.6% | -2.4% |
| 3M | +19.0% | -48.9% | +67.9% | +25.1% |
| 6M | +26.8% | -43.2% | +70.0% | +29.8% |
| YTD | +87.3% | -65.9% | +153.3% | +100.1% |
| 1Y | +92.3% | -79.2% | +171.5% | +115.1% |
| 3Y | +37.3% | -90.4% | +127.7% | +57.5% |
| 5Y | +73.2% | -99.2% | +172.4% | +131.2% |
| All | +314.7% | -96.5% | +411.2% | +466.2% |
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