+1,144.7%
AR vs LCID
-96.8%
+1,241.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.3% | +12.6% | +2.3% |
| 7D | +6.4% | +9.2% | -2.8% | +5.4% |
| 30D | +3.1% | -3.0% | +6.1% | +2.8% |
| 3M | +3.3% | -50.2% | +53.5% | +9.0% |
| 6M | +6.6% | -45.8% | +52.4% | +9.6% |
| YTD | +12.3% | -69.2% | +81.5% | +21.1% |
| 1Y | +12.3% | -80.4% | +92.7% | +26.6% |
| 3Y | +50.4% | -91.4% | +141.9% | +75.5% |
| 5Y | +101.0% | -99.3% | +200.2% | +178.0% |
| All | +1,144.7% | -96.8% | +1,241.5% | +1,220.6% |
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