+26.7%
AWK vs LCID
-93.0%
+119.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.5% |
| 7D | +4.1% | +8.9% | -4.8% | +4.0% |
| 30D | +18.0% | -15.4% | +33.4% | +18.1% |
| 3M | +12.2% | -52.9% | +65.1% | +12.9% |
| 6M | +21.2% | -46.8% | +68.1% | +21.8% |
| YTD | +17.6% | -68.9% | +86.4% | +19.2% |
| 1Y | +19.2% | -81.7% | +100.9% | +22.5% |
| 3Y | +26.7% | -92.4% | +119.1% | +32.5% |
| All | +26.7% | -93.0% | +119.7% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling