+227.8%
C vs LCID
-96.8%
+324.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -0.2% |
| 7D | -2.4% | +8.9% | -11.3% | -3.0% |
| 30D | -6.0% | -15.4% | +9.4% | -5.2% |
| 3M | -10.5% | -52.9% | +42.3% | -6.3% |
| 6M | -5.7% | -46.8% | +41.1% | -3.2% |
| YTD | +4.1% | -68.9% | +73.0% | +10.5% |
| 1Y | +20.5% | -81.7% | +102.2% | +32.1% |
| 3Y | +208.1% | -92.4% | +300.5% | +245.3% |
| 5Y | +110.4% | -99.2% | +209.6% | +150.4% |
| All | +227.8% | -96.8% | +324.6% | +285.4% |
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