-50.4%
COMP vs LCID
-98.4%
+48.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.7% | -12.1% | -8.8% |
| 7D | +7.2% | +24.8% | -17.6% | +0.7% |
| 30D | +6.4% | -0.5% | +6.9% | +6.1% |
| 3M | -19.4% | -43.0% | +23.5% | -6.7% |
| 6M | +14.6% | -40.5% | +55.1% | +25.3% |
| YTD | -5.5% | -64.3% | +58.8% | +17.0% |
| 1Y | +13.7% | -78.1% | +91.7% | +60.4% |
| 3Y | +409.7% | -90.1% | +499.8% | +657.3% |
| 5Y | -17.0% | -99.1% | +82.0% | +129.6% |
| All | -50.4% | -98.4% | +48.0% | +25.9% |
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