+72.2%
B vs LCID
-96.5%
+168.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +3.9% |
| 7D | +11.3% | +20.0% | -8.7% | +10.6% |
| 30D | +2.9% | -5.0% | +8.0% | +3.0% |
| 3M | -2.9% | -48.9% | +46.0% | -1.0% |
| 6M | -1.2% | -43.2% | +42.0% | -0.2% |
| YTD | -1.3% | -65.9% | +64.6% | +1.0% |
| 1Y | +30.4% | -79.2% | +109.6% | +35.3% |
| 3Y | +195.3% | -90.4% | +285.7% | +208.2% |
| 5Y | +146.2% | -99.2% | +245.4% | +159.4% |
| All | +72.2% | -96.5% | +168.7% | +79.8% |
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