+310.9%
ASML vs LCID
-96.8%
+407.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.4% | -5.4% | +3.7% |
| 7D | -9.0% | +8.9% | -18.0% | -10.0% |
| 30D | -21.0% | -15.4% | -5.5% | -19.6% |
| 3M | -16.3% | -52.9% | +36.6% | -8.9% |
| 6M | -7.5% | -46.8% | +39.3% | -2.7% |
| YTD | +34.0% | -68.9% | +102.9% | +49.2% |
| 1Y | +39.3% | -81.7% | +121.0% | +64.7% |
| 3Y | +128.9% | -92.4% | +221.2% | +182.6% |
| 5Y | +76.1% | -99.2% | +175.3% | +160.9% |
| All | +310.9% | -96.8% | +407.7% | +491.4% |
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