+9.3%
D vs LCID
-95.4%
+104.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.4% |
| 7D | +1.5% | -6.6% | +8.0% | +1.5% |
| 30D | -2.6% | -30.1% | +27.6% | -2.3% |
| 3M | 0.0% | -17.6% | +17.6% | 0.0% |
| 6M | +7.4% | -54.4% | +61.8% | +8.1% |
| YTD | +15.9% | -55.7% | +71.6% | +16.7% |
| 1Y | +18.1% | -71.0% | +89.2% | +19.6% |
| 3Y | +58.4% | -92.6% | +151.0% | +61.6% |
| 5Y | +5.2% | -97.6% | +102.8% | +7.4% |
| All | +9.3% | -95.4% | +104.8% | +11.0% |
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