-49.3%
COMP vs LCID
-98.6%
+49.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.4% | +0.3% | +7.8% |
| 7D | +13.4% | +8.9% | +4.5% | +10.9% |
| 30D | +11.1% | -15.4% | +26.5% | +16.2% |
| 3M | -18.8% | -52.9% | +34.0% | -0.7% |
| 6M | +10.5% | -46.8% | +57.3% | +25.0% |
| YTD | -3.4% | -68.9% | +65.5% | +24.5% |
| 1Y | +19.7% | -81.7% | +101.4% | +78.2% |
| 3Y | +381.6% | -92.4% | +474.0% | +682.6% |
| 5Y | -17.6% | -99.2% | +81.6% | +137.9% |
| All | -49.3% | -98.6% | +49.3% | +33.9% |
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