+47.2%
AR vs LCID
-92.2%
+139.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.6% |
| 7D | +7.4% | -10.2% | +17.6% | +7.9% |
| 30D | +5.8% | -10.2% | +15.9% | +6.0% |
| 3M | +5.2% | -54.1% | +59.3% | +10.1% |
| 6M | +5.4% | -53.8% | +59.2% | +9.0% |
| YTD | +12.4% | -72.0% | +84.5% | +20.8% |
| 1Y | +12.8% | -80.5% | +93.3% | +25.6% |
| 3Y | +47.2% | -92.6% | +139.7% | +76.3% |
| All | +47.2% | -92.2% | +139.4% | +76.3% |
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