+235.2%
AXP vs LCID
-96.8%
+332.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -2.0% |
| 7D | +0.6% | +8.9% | -8.4% | -0.2% |
| 30D | +5.8% | -15.4% | +21.3% | +6.9% |
| 3M | -6.0% | -52.9% | +46.8% | -0.8% |
| 6M | +0.3% | -46.8% | +47.1% | +3.5% |
| YTD | -12.3% | -68.9% | +56.6% | -6.0% |
| 1Y | -11.2% | -81.7% | +70.4% | -1.0% |
| 3Y | +117.0% | -92.4% | +209.4% | +148.3% |
| 5Y | +93.2% | -99.2% | +192.4% | +139.6% |
| All | +235.2% | -96.8% | +332.0% | +352.6% |
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