+237.4%
AXP vs LCID
-96.4%
+333.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.1% |
| 7D | -2.9% | +8.9% | -11.8% | -3.6% |
| 30D | +3.7% | +6.8% | -3.1% | +2.9% |
| 3M | -4.9% | -45.2% | +40.3% | -0.8% |
| 6M | +4.1% | -39.1% | +43.2% | +6.2% |
| YTD | -11.7% | -65.3% | +53.6% | -6.2% |
| 1Y | -11.7% | -78.4% | +66.7% | -2.8% |
| 3Y | +116.5% | -90.3% | +206.8% | +143.0% |
| 5Y | +89.5% | -99.2% | +188.7% | +133.0% |
| All | +237.4% | -96.4% | +333.8% | +351.4% |
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