-21.9%
AS vs LCID
-71.9%
+50.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.8% | +3.5% |
| 7D | -4.9% | -6.6% | +1.7% | -4.5% |
| 30D | -19.6% | -30.1% | +10.5% | -17.8% |
| 3M | -14.4% | -17.6% | +3.2% | -14.6% |
| 6M | -20.1% | -54.4% | +34.3% | -18.9% |
| YTD | -20.9% | -55.7% | +34.8% | -19.8% |
| 1Y | -21.9% | -71.0% | +49.2% | -17.0% |
| All | -21.9% | -71.9% | +50.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling