+331.2%
ASML vs LCID
-97.1%
+428.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +1.0% |
| 7D | +4.9% | -10.2% | +15.1% | +6.2% |
| 30D | -9.3% | -10.2% | +0.9% | -8.5% |
| 3M | -19.0% | -54.1% | +35.1% | -11.6% |
| 6M | -5.2% | -53.8% | +48.5% | +1.3% |
| YTD | +40.6% | -72.0% | +112.7% | +58.5% |
| 1Y | +47.5% | -80.5% | +128.0% | +73.1% |
| 3Y | +133.9% | -92.6% | +226.4% | +189.4% |
| 5Y | +83.8% | -99.3% | +183.1% | +176.1% |
| All | +331.2% | -97.1% | +428.4% | +528.1% |
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