+242.0%
C vs LCID
-96.4%
+338.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +1.8% |
| 7D | -0.4% | +8.9% | -9.3% | -1.1% |
| 30D | -5.3% | +6.8% | -12.2% | -6.0% |
| 3M | -8.0% | -45.2% | +37.2% | -4.6% |
| 6M | -0.3% | -39.1% | +38.9% | +1.5% |
| YTD | +8.6% | -65.3% | +73.9% | +14.4% |
| 1Y | +25.8% | -78.4% | +104.2% | +36.4% |
| 3Y | +221.2% | -90.3% | +311.5% | +254.7% |
| 5Y | +113.6% | -99.2% | +212.7% | +152.3% |
| All | +242.0% | -96.4% | +338.5% | +299.0% |
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