+234.8%
AXP vs LCID
-97.1%
+331.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.5% |
| 7D | -0.1% | -10.2% | +10.1% | +0.6% |
| 30D | +4.4% | -10.2% | +14.6% | +4.9% |
| 3M | -6.4% | -54.1% | +47.7% | -1.1% |
| 6M | +4.2% | -53.8% | +57.9% | +8.6% |
| YTD | -12.4% | -72.0% | +59.7% | -5.4% |
| 1Y | -11.1% | -80.5% | +69.4% | -1.4% |
| 3Y | +114.9% | -92.6% | +207.4% | +146.1% |
| 5Y | +87.4% | -99.3% | +186.7% | +134.2% |
| All | +234.8% | -97.1% | +331.9% | +355.3% |
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