-55.5%
APTV vs LCID
-96.3%
+40.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.5% |
| 7D | -4.3% | +24.8% | -29.1% | -7.5% |
| 30D | -9.7% | -0.5% | -9.1% | -10.1% |
| 3M | -20.6% | -43.0% | +22.4% | -14.8% |
| 6M | -31.7% | -40.5% | +8.8% | -28.8% |
| YTD | -48.0% | -64.3% | +16.3% | -42.3% |
| 1Y | -52.1% | -78.1% | +26.0% | -43.2% |
| 3Y | -47.9% | -90.1% | +42.2% | -35.7% |
| 5Y | -76.9% | -99.1% | +22.2% | -64.7% |
| All | -55.5% | -96.3% | +40.8% | -32.6% |
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