+265.0%
C vs LCID
-92.6%
+357.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +3.6% | -6.6% | +10.2% | +4.2% |
| 30D | +0.1% | -30.1% | +30.2% | +3.2% |
| 3M | +2.4% | -17.6% | +20.0% | +2.4% |
| 6M | +24.9% | -54.4% | +79.4% | +32.3% |
| YTD | +19.8% | -55.7% | +75.5% | +26.7% |
| 1Y | +44.9% | -71.0% | +115.9% | +58.9% |
| All | +265.0% | -92.6% | +357.6% | +348.8% |
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