+331.8%
ASML vs LCID
-96.8%
+428.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.3% | +8.9% | -1.0% |
| 7D | +10.4% | +9.2% | +1.1% | +9.1% |
| 30D | -12.7% | -3.0% | -9.7% | -12.8% |
| 3M | -17.2% | -50.2% | +33.0% | -10.5% |
| 6M | -1.3% | -45.8% | +44.5% | +3.5% |
| YTD | +40.8% | -69.2% | +110.0% | +56.9% |
| 1Y | +45.2% | -80.4% | +125.6% | +70.2% |
| 3Y | +131.8% | -91.4% | +223.2% | +181.9% |
| 5Y | +84.0% | -99.3% | +183.3% | +173.4% |
| All | +331.8% | -96.8% | +428.6% | +521.8% |
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