+21.7%
APD vs LCID
-96.5%
+118.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.7% |
| 7D | -1.6% | +20.0% | -21.6% | -2.4% |
| 30D | +10.6% | -5.0% | +15.6% | +10.6% |
| 3M | +2.5% | -48.9% | +51.4% | +5.1% |
| 6M | +6.0% | -43.2% | +49.2% | +7.4% |
| YTD | +28.4% | -65.9% | +94.4% | +32.6% |
| 1Y | +22.2% | -79.2% | +101.3% | +29.0% |
| 3Y | +26.6% | -90.4% | +117.0% | +35.1% |
| 5Y | +11.8% | -99.2% | +111.0% | +26.9% |
| All | +21.7% | -96.5% | +118.2% | +31.9% |
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