+92.5%
DD vs LCID
-95.8%
+188.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.8% | +5.2% | -2.0% |
| 7D | -3.8% | -9.3% | +5.6% | -3.1% |
| 30D | -9.2% | -35.4% | +26.2% | -6.4% |
| 3M | -9.0% | -17.1% | +8.1% | -8.9% |
| 6M | -5.0% | -58.9% | +54.0% | -0.2% |
| YTD | +7.4% | -59.6% | +67.0% | +12.5% |
| 1Y | +35.1% | -78.0% | +113.1% | +47.4% |
| 3Y | +43.2% | -92.7% | +135.9% | +62.0% |
| 5Y | +59.6% | -97.8% | +157.5% | +88.2% |
| All | +92.5% | -95.8% | +188.3% | +119.0% |
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