+158.7%
DDOG vs LCID
-95.9%
+254.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +3.2% | -9.1% | +12.4% | +4.7% |
| 30D | -10.2% | -37.6% | +27.5% | -3.1% |
| 3M | -2.6% | -11.1% | +8.5% | -4.4% |
| 6M | +80.1% | -59.2% | +139.3% | +101.4% |
| YTD | +63.0% | -60.5% | +123.5% | +82.0% |
| 1Y | +59.4% | -78.5% | +137.9% | +97.6% |
| 3Y | +127.0% | -92.8% | +219.9% | +212.0% |
| 5Y | +61.7% | -97.9% | +159.6% | +174.7% |
| All | +158.7% | -95.9% | +254.7% | +277.0% |
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