+168.1%
DAL vs LCID
-93.7%
+261.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.6% | +7.2% | -2.9% |
| 7D | +4.6% | -6.9% | +11.4% | +5.4% |
| 30D | +2.3% | -28.4% | +30.7% | +6.2% |
| 3M | -8.1% | -55.5% | +47.4% | +0.5% |
| 6M | +21.4% | -52.3% | +73.7% | +29.5% |
| YTD | +24.3% | -71.8% | +96.1% | +39.8% |
| 1Y | +47.4% | -82.7% | +130.1% | +73.3% |
| All | +168.1% | -93.7% | +261.7% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling