+68.0%
DBX vs LCID
-96.3%
+164.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.9% |
| 7D | -7.3% | +24.8% | -32.2% | -9.1% |
| 30D | -5.7% | -0.5% | -5.2% | -6.0% |
| 3M | -6.3% | -43.0% | +36.6% | -2.7% |
| 6M | +12.1% | -40.5% | +52.6% | +14.6% |
| YTD | +16.5% | -64.3% | +80.9% | +23.2% |
| 1Y | +6.1% | -78.1% | +84.1% | +16.2% |
| 3Y | +21.8% | -90.1% | +111.8% | +36.2% |
| 5Y | +19.1% | -99.1% | +118.2% | +51.6% |
| All | +68.0% | -96.3% | +164.4% | +92.6% |
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