+500.0%
APP vs LCID
-98.5%
+598.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.4% | -0.5% | +7.1% |
| 7D | +71.2% | +8.9% | +62.3% | +66.0% |
| 30D | +39.1% | -15.4% | +54.5% | +43.8% |
| 3M | +16.5% | -52.9% | +69.4% | +40.0% |
| 6M | -16.6% | -46.8% | +30.3% | -7.7% |
| YTD | -41.9% | -68.9% | +26.9% | -27.0% |
| 1Y | -37.0% | -81.7% | +44.6% | -8.4% |
| 3Y | +892.4% | -92.4% | +984.8% | +1,493.0% |
| 5Y | +297.3% | -99.2% | +396.5% | +1,079.0% |
| All | +500.0% | -98.5% | +598.5% | +1,478.8% |
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