+291.3%
ASML vs LCID
-97.1%
+388.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.2% | -7.9% |
| 7D | -19.0% | -6.9% | -12.2% | -18.4% |
| 30D | -25.9% | -28.4% | +2.4% | -23.2% |
| 3M | -19.1% | -55.5% | +36.5% | -11.2% |
| 6M | -5.7% | -52.3% | +46.6% | +0.5% |
| YTD | +27.6% | -71.8% | +99.4% | +43.8% |
| 1Y | +30.8% | -82.7% | +113.5% | +55.8% |
| 3Y | +116.2% | -93.5% | +209.8% | +172.6% |
| 5Y | +67.7% | -99.3% | +167.0% | +151.5% |
| All | +291.3% | -97.1% | +388.4% | +470.1% |
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