+525.6%
APH vs LCID
-96.5%
+622.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.4% | -1.2% | +7.5% |
| 7D | +1.1% | +20.0% | -18.9% | -0.3% |
| 30D | -7.5% | -5.0% | -2.5% | -7.4% |
| 3M | -4.4% | -48.9% | +44.4% | +0.1% |
| 6M | +26.5% | -43.2% | +69.7% | +29.8% |
| YTD | +20.0% | -65.9% | +86.0% | +27.5% |
| 1Y | +16.9% | -79.2% | +96.0% | +28.4% |
| 3Y | +288.5% | -90.4% | +378.9% | +333.7% |
| 5Y | +310.3% | -99.2% | +409.5% | +410.6% |
| All | +525.6% | -96.5% | +622.1% | +682.8% |
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