+24.8%
DBX vs LCID
-92.2%
+117.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.6% |
| 7D | -2.4% | -6.6% | +4.1% | -2.0% |
| 30D | -0.5% | -30.1% | +29.7% | +1.9% |
| 3M | +28.1% | -17.6% | +45.7% | +28.3% |
| 6M | +33.1% | -54.4% | +87.5% | +38.2% |
| YTD | +25.3% | -55.7% | +81.0% | +29.9% |
| 1Y | +18.3% | -71.0% | +89.4% | +25.8% |
| All | +24.8% | -92.2% | +117.1% | +38.7% |
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