+229.9%
DE vs LCID
-95.9%
+325.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -2.4% | -9.1% | +6.8% | -1.9% |
| 30D | +9.7% | -37.6% | +47.3% | +12.6% |
| 3M | +21.4% | -11.1% | +32.4% | +21.0% |
| 6M | +15.0% | -59.2% | +74.2% | +19.6% |
| YTD | +46.4% | -60.5% | +106.9% | +52.1% |
| 1Y | +45.6% | -78.5% | +124.1% | +56.2% |
| 3Y | +76.8% | -92.8% | +169.6% | +95.5% |
| 5Y | +99.4% | -97.9% | +197.3% | +125.6% |
| All | +229.9% | -95.9% | +325.8% | +250.0% |
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