+164.9%
ASML vs LCID
-92.6%
+257.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +4.0% |
| 7D | +1.1% | -6.6% | +7.7% | +1.9% |
| 30D | +2.2% | -30.1% | +32.3% | +6.4% |
| 3M | -2.3% | -17.6% | +15.3% | -2.0% |
| 6M | +23.0% | -54.4% | +77.4% | +31.8% |
| YTD | +61.1% | -55.7% | +116.8% | +72.3% |
| 1Y | +129.1% | -71.0% | +200.1% | +155.6% |
| All | +164.9% | -92.6% | +257.5% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling