+1,050.1%
AVGO vs LCID
-95.8%
+1,146.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.6% | -0.3% |
| 7D | -0.8% | -9.3% | +8.6% | +0.2% |
| 30D | -13.7% | -35.4% | +21.7% | -9.9% |
| 3M | -6.9% | -17.1% | +10.2% | -6.8% |
| 6M | +5.8% | -58.9% | +64.7% | +13.4% |
| YTD | +5.7% | -59.6% | +65.3% | +12.8% |
| 1Y | +9.0% | -78.0% | +87.0% | +23.5% |
| 3Y | +340.5% | -92.7% | +433.2% | +427.6% |
| 5Y | +711.1% | -97.8% | +808.9% | +948.1% |
| All | +1,050.1% | -95.8% | +1,146.0% | +1,380.2% |
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 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