+241.5%
C vs LCID
-97.1%
+338.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.6% |
| 7D | +4.2% | -10.2% | +14.3% | +4.8% |
| 30D | +2.0% | -10.2% | +12.2% | +2.4% |
| 3M | -10.1% | -54.1% | +44.0% | -5.8% |
| 6M | +1.0% | -53.8% | +54.7% | +4.6% |
| YTD | +8.5% | -72.0% | +80.5% | +15.8% |
| 1Y | +25.7% | -80.5% | +106.3% | +37.3% |
| 3Y | +216.0% | -92.6% | +308.5% | +254.8% |
| 5Y | +112.3% | -99.3% | +211.6% | +154.3% |
| All | +241.5% | -97.1% | +338.6% | +303.9% |
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