-14.0%
COMP vs LCID
-99.2%
+85.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.7% | +2.7% |
| 7D | +14.5% | +20.0% | -5.5% | +8.4% |
| 30D | +14.9% | -5.0% | +19.9% | +16.4% |
| 3M | -14.2% | -48.9% | +34.6% | +4.3% |
| 6M | +23.7% | -43.2% | +67.0% | +38.5% |
| YTD | +2.1% | -65.9% | +68.0% | +31.1% |
| 1Y | +26.2% | -79.2% | +105.4% | +88.2% |
| 3Y | +470.9% | -90.4% | +561.3% | +783.1% |
| 5Y | -14.0% | -99.2% | +85.2% | +210.5% |
| All | -14.0% | -99.2% | +85.2% | +210.5% |
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