+355.6%
AU vs LCID
-95.9%
+451.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | -4.3% | -9.8% | +5.6% | -4.0% |
| 30D | +7.3% | -35.5% | +42.8% | +8.7% |
| 3M | +26.3% | -18.4% | +44.7% | +26.3% |
| 6M | +1.8% | -60.5% | +62.3% | +3.8% |
| YTD | +26.8% | -60.1% | +86.9% | +29.1% |
| 1Y | +66.7% | -78.8% | +145.5% | +72.2% |
| 3Y | +579.1% | -92.8% | +671.8% | +605.7% |
| 5Y | +689.3% | -97.9% | +787.2% | +746.1% |
| All | +355.6% | -95.9% | +451.4% | +378.4% |
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