+79.4%
DBX vs LCID
-95.8%
+175.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.8% | +10.1% | +2.9% |
| 7D | +0.3% | -9.3% | +9.6% | +1.0% |
| 30D | 0.0% | -35.4% | +35.4% | +3.3% |
| 3M | +26.1% | -17.1% | +43.2% | +26.3% |
| 6M | +29.4% | -58.9% | +88.3% | +36.3% |
| YTD | +24.4% | -59.6% | +84.0% | +30.8% |
| 1Y | +10.9% | -78.0% | +88.8% | +21.8% |
| 3Y | +24.1% | -92.7% | +116.8% | +42.8% |
| 5Y | +7.8% | -97.8% | +105.6% | +33.2% |
| All | +79.4% | -95.8% | +175.2% | +104.5% |
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