-29.9%
COMP vs LCID
-97.6%
+67.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +1.4% | -6.6% | +8.0% | +3.3% |
| 30D | -13.3% | -30.1% | +16.8% | -4.3% |
| 3M | +41.1% | -17.6% | +58.7% | +42.1% |
| 6M | +17.2% | -54.4% | +71.6% | +38.6% |
| YTD | +5.2% | -55.7% | +60.9% | +24.1% |
| 1Y | +18.9% | -71.0% | +90.0% | +55.4% |
| 3Y | +215.9% | -92.6% | +308.6% | +453.5% |
| All | -29.9% | -97.6% | +67.7% | +85.7% |
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