+73.9%
DBX vs LCID
-97.1%
+171.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.8% |
| 7D | -3.3% | -10.2% | +6.9% | -2.7% |
| 30D | -5.9% | -10.2% | +4.3% | -5.5% |
| 3M | -6.7% | -54.1% | +47.4% | -1.5% |
| 6M | +28.0% | -53.8% | +81.7% | +33.3% |
| YTD | +20.6% | -72.0% | +92.7% | +29.7% |
| 1Y | +10.3% | -80.5% | +90.8% | +21.8% |
| 3Y | +24.0% | -92.6% | +116.6% | +41.7% |
| 5Y | +24.2% | -99.3% | +123.6% | +61.3% |
| All | +73.9% | -97.1% | +171.0% | +102.9% |
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