+14.6%
AWK vs LCID
-95.8%
+110.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.7% | +0.1% |
| 7D | +0.6% | -9.3% | +9.9% | +0.8% |
| 30D | +4.3% | -35.4% | +39.7% | +5.2% |
| 3M | +12.5% | -17.1% | +29.6% | +12.5% |
| 6M | +3.3% | -58.9% | +62.2% | +5.0% |
| YTD | +9.8% | -59.6% | +69.4% | +11.4% |
| 1Y | +2.9% | -78.0% | +80.9% | +6.1% |
| 3Y | +9.6% | -92.7% | +102.3% | +14.5% |
| 5Y | -16.7% | -97.8% | +81.2% | -11.5% |
| All | +14.6% | -95.8% | +110.5% | +21.1% |
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