+77.9%
DD vs LCID
-93.0%
+170.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.4% | -9.3% | +0.2% |
| 7D | +4.6% | +8.9% | -4.3% | +3.7% |
| 30D | +11.8% | -15.4% | +27.2% | +13.1% |
| 3M | +2.2% | -52.9% | +55.0% | +8.6% |
| 6M | -1.6% | -46.8% | +45.2% | +1.8% |
| YTD | +23.0% | -68.9% | +91.9% | +33.3% |
| 1Y | +26.9% | -81.7% | +108.6% | +44.7% |
| 3Y | +77.9% | -92.4% | +170.3% | +114.0% |
| All | +77.9% | -93.0% | +170.9% | +114.0% |
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 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