+185.4%
ARM vs LCID
-93.6%
+279.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.7% |
| 7D | -10.4% | +24.8% | -35.2% | -15.3% |
| 30D | -31.8% | -0.5% | -31.3% | -32.1% |
| 3M | -32.2% | -43.0% | +10.7% | -23.2% |
| 6M | -14.9% | -40.5% | +25.6% | -7.7% |
| YTD | +66.0% | -64.3% | +130.4% | +100.7% |
| 1Y | +17.2% | -78.1% | +95.3% | +58.3% |
| 3Y | +247.2% | -90.1% | +337.3% | +433.9% |
| All | +185.4% | -93.6% | +279.0% | +418.9% |
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