+131.4%
DD vs LCID
-97.1%
+228.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | +0.1% |
| 7D | +5.0% | -10.2% | +15.1% | +5.7% |
| 30D | +19.7% | -10.2% | +29.9% | +20.3% |
| 3M | +7.2% | -54.1% | +61.3% | +12.8% |
| 6M | +1.0% | -53.8% | +54.8% | +5.0% |
| YTD | +29.1% | -72.0% | +101.1% | +38.3% |
| 1Y | +28.5% | -80.5% | +109.0% | +41.1% |
| 3Y | +89.4% | -92.6% | +182.0% | +114.7% |
| 5Y | +67.1% | -99.3% | +166.5% | +104.5% |
| All | +131.4% | -97.1% | +228.5% | +169.3% |
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