+108.2%
DDOG vs LCID
-96.3%
+204.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.5% |
| 7D | -19.1% | +24.8% | -43.9% | -22.5% |
| 30D | -39.2% | -0.5% | -38.6% | -39.6% |
| 3M | -31.6% | -43.0% | +11.4% | -25.8% |
| 6M | -10.9% | -40.5% | +29.7% | -7.1% |
| YTD | +31.2% | -64.3% | +95.5% | +47.7% |
| 1Y | -10.7% | -78.1% | +67.4% | +9.4% |
| 3Y | +72.1% | -90.1% | +162.2% | +119.3% |
| 5Y | -5.5% | -99.1% | +93.6% | +72.1% |
| All | +108.2% | -96.3% | +204.5% | +206.0% |
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