+216.1%
C vs LCID
-90.0%
+306.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -0.2% |
| 7D | -0.4% | +24.8% | -25.2% | -2.4% |
| 30D | -5.2% | -0.5% | -4.6% | -5.5% |
| 3M | -9.1% | -43.0% | +33.9% | -5.1% |
| 6M | -1.6% | -40.5% | +39.0% | +0.8% |
| YTD | +6.9% | -64.3% | +71.3% | +14.5% |
| 1Y | +23.0% | -78.1% | +101.0% | +37.3% |
| 3Y | +216.1% | -90.1% | +306.2% | +262.3% |
| All | +216.1% | -90.0% | +306.1% | +262.3% |
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