+178.7%
B vs LCID
-90.0%
+268.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.7% | -10.8% | -6.4% |
| 7D | +7.1% | +24.8% | -17.7% | +5.4% |
| 30D | -3.3% | -0.5% | -2.8% | -3.6% |
| 3M | -2.5% | -43.0% | +40.4% | +0.5% |
| 6M | -7.2% | -40.5% | +33.3% | -5.8% |
| YTD | -7.4% | -64.3% | +57.0% | -2.8% |
| 1Y | +16.4% | -78.1% | +94.5% | +26.2% |
| 3Y | +178.7% | -90.1% | +268.8% | +217.5% |
| All | +178.7% | -90.0% | +268.7% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling