+605.8%
AU vs LCID
-92.8%
+698.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +1.1% |
| 7D | +0.6% | -9.3% | +10.0% | +1.2% |
| 30D | +12.3% | -35.4% | +47.7% | +15.2% |
| 3M | +29.4% | -17.1% | +46.4% | +28.9% |
| 6M | +3.2% | -58.9% | +62.2% | +7.2% |
| YTD | +31.8% | -59.6% | +91.4% | +36.6% |
| 1Y | +83.4% | -78.0% | +161.4% | +96.5% |
| All | +605.8% | -92.8% | +698.6% | +671.1% |
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 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