-25.6%
COMP vs LCID
-99.2%
+73.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.6% | +3.4% | -4.6% |
| 7D | -1.8% | -6.9% | +5.1% | +0.4% |
| 30D | -0.8% | -28.4% | +27.6% | +9.5% |
| 3M | -28.1% | -55.5% | +27.4% | -8.9% |
| 6M | +27.0% | -52.3% | +79.3% | +49.8% |
| YTD | -12.8% | -71.8% | +59.0% | +18.6% |
| 1Y | +4.9% | -82.7% | +87.6% | +65.2% |
| 3Y | +321.0% | -93.5% | +414.6% | +660.8% |
| 5Y | -25.6% | -99.3% | +73.7% | +181.8% |
| All | -25.6% | -99.2% | +73.6% | +181.8% |
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