+82.3%
B vs LCID
-95.4%
+177.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -1.6% | -6.6% | +5.0% | -1.4% |
| 30D | +9.4% | -30.1% | +39.6% | +10.6% |
| 3M | +5.0% | -17.6% | +22.6% | +5.0% |
| 6M | -3.5% | -54.4% | +50.9% | -1.9% |
| YTD | +4.5% | -55.7% | +60.2% | +6.2% |
| 1Y | +67.8% | -71.0% | +138.8% | +72.7% |
| 3Y | +196.7% | -92.6% | +289.3% | +209.1% |
| 5Y | +151.9% | -97.6% | +249.5% | +164.4% |
| All | +82.3% | -95.4% | +177.7% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling