+105.9%
C vs LCID
-99.2%
+205.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -0.4% |
| 7D | -2.4% | +8.9% | -11.3% | -3.2% |
| 30D | -6.0% | -15.4% | +9.4% | -4.9% |
| 3M | -10.5% | -52.9% | +42.3% | -4.9% |
| 6M | -5.7% | -46.8% | +41.1% | -2.4% |
| YTD | +4.1% | -68.9% | +73.0% | +12.8% |
| 1Y | +20.5% | -81.7% | +102.2% | +36.7% |
| 3Y | +208.1% | -92.4% | +300.5% | +260.7% |
| All | +105.9% | -99.2% | +205.2% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling