+24.0%
DBX vs LCID
-92.2%
+116.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.7% |
| 7D | -3.3% | -10.2% | +6.9% | -2.8% |
| 30D | -5.9% | -10.2% | +4.3% | -5.6% |
| 3M | -6.7% | -54.1% | +47.4% | -2.2% |
| 6M | +28.0% | -53.8% | +81.7% | +32.6% |
| YTD | +20.6% | -72.0% | +92.7% | +28.4% |
| 1Y | +10.3% | -80.5% | +90.8% | +20.1% |
| 3Y | +24.0% | -92.6% | +116.6% | +39.2% |
| All | +24.0% | -92.2% | +116.2% | +39.2% |
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