+949.8%
AVGO vs LCID
-96.3%
+1,046.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.4% |
| 7D | 0.0% | +24.8% | -24.9% | -2.4% |
| 30D | -8.2% | -0.5% | -7.6% | -8.4% |
| 3M | -21.3% | -43.0% | +21.7% | -17.0% |
| 6M | -22.5% | -40.5% | +18.0% | -20.1% |
| YTD | -3.6% | -64.3% | +60.8% | +3.9% |
| 1Y | -6.7% | -78.1% | +71.4% | +5.6% |
| 3Y | +258.1% | -90.1% | +348.2% | +316.5% |
| 5Y | +560.9% | -99.1% | +659.9% | +798.4% |
| All | +949.8% | -96.3% | +1,046.1% | +1,263.7% |
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