+997.3%
AVGO vs LCID
-97.1%
+1,094.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.2% | +4.5% | -3.8% |
| 7D | +18.2% | -10.2% | +28.3% | +19.3% |
| 30D | +0.2% | -10.2% | +10.4% | +1.0% |
| 3M | -16.8% | -54.1% | +37.3% | -10.4% |
| 6M | -16.5% | -53.8% | +37.3% | -11.6% |
| YTD | +0.8% | -72.0% | +72.9% | +11.3% |
| 1Y | +2.8% | -80.5% | +83.3% | +17.7% |
| 3Y | +278.5% | -92.6% | +371.1% | +352.9% |
| 5Y | +573.1% | -99.3% | +672.4% | +841.2% |
| All | +997.3% | -97.1% | +1,094.4% | +1,360.1% |
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