+262.1%
APH vs LCID
-93.0%
+355.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.4% | -6.3% | +3.3% |
| 7D | -5.9% | +8.9% | -14.9% | -6.6% |
| 30D | -14.8% | -15.4% | +0.6% | -13.9% |
| 3M | -12.4% | -52.9% | +40.4% | -7.5% |
| 6M | +8.1% | -46.8% | +54.9% | +11.7% |
| YTD | +10.9% | -68.9% | +79.8% | +19.4% |
| 1Y | +8.8% | -81.7% | +90.5% | +21.2% |
| 3Y | +262.1% | -92.4% | +354.4% | +321.9% |
| All | +262.1% | -93.0% | +355.1% | +321.9% |
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 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