+27.2%
APA vs LCID
-93.0%
+120.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +2.0% |
| 7D | -15.5% | +8.9% | -24.4% | -16.1% |
| 30D | +2.4% | -15.4% | +17.8% | +3.3% |
| 3M | +22.8% | -52.9% | +75.7% | +29.0% |
| 6M | +17.9% | -46.8% | +64.8% | +20.9% |
| YTD | +87.7% | -68.9% | +156.6% | +102.1% |
| 1Y | +94.2% | -81.7% | +175.9% | +120.5% |
| 3Y | +27.2% | -92.4% | +119.6% | +54.7% |
| All | +27.2% | -93.0% | +120.2% | +54.7% |
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