+91.7%
AXP vs LCID
-99.2%
+191.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | 0.0% |
| 7D | -1.1% | +20.0% | -21.1% | -3.2% |
| 30D | +5.2% | -5.0% | +10.3% | +5.3% |
| 3M | -4.6% | -48.9% | +44.3% | +1.8% |
| 6M | +3.2% | -43.2% | +46.4% | +6.8% |
| YTD | -11.3% | -65.9% | +54.6% | -3.5% |
| 1Y | -11.0% | -79.2% | +68.2% | +2.2% |
| 3Y | +120.2% | -90.4% | +210.6% | +158.4% |
| 5Y | +91.7% | -99.2% | +190.9% | +172.6% |
| All | +91.7% | -99.2% | +191.0% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling