+333.0%
APP vs LCID
-97.6%
+430.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +0.9% | -6.6% | +7.5% | +2.7% |
| 30D | -23.3% | -30.1% | +6.9% | -15.8% |
| 3M | -42.6% | -17.6% | -25.0% | -42.6% |
| 6M | -33.6% | -54.4% | +20.8% | -22.2% |
| YTD | -52.4% | -55.7% | +3.3% | -44.4% |
| 1Y | -35.9% | -71.0% | +35.2% | -16.4% |
| 3Y | +642.2% | -92.6% | +734.9% | +1,190.8% |
| All | +333.0% | -97.6% | +430.6% | +1,062.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling