+96.2%
AVAV vs LCID
-96.4%
+192.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | +9.9% | +8.9% | +1.0% | +8.8% |
| 30D | -5.4% | +6.8% | -12.2% | -6.5% |
| 3M | -36.5% | -45.2% | +8.7% | -31.9% |
| 6M | -25.3% | -39.1% | +13.9% | -22.4% |
| YTD | -48.6% | -65.3% | +16.7% | -43.0% |
| 1Y | -62.1% | -78.4% | +16.3% | -55.8% |
| 3Y | +2.3% | -90.3% | +92.7% | +22.6% |
| 5Y | +35.4% | -99.2% | +134.6% | +95.5% |
| All | +96.2% | -96.4% | +192.6% | +173.8% |
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