+228.5%
DE vs LCID
-97.1%
+325.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | -0.2% |
| 7D | +0.3% | -10.2% | +10.5% | +0.8% |
| 30D | +3.6% | -10.2% | +13.7% | +3.9% |
| 3M | +10.2% | -54.1% | +64.4% | +14.7% |
| 6M | +16.6% | -53.8% | +70.3% | +20.2% |
| YTD | +45.8% | -72.0% | +117.9% | +54.0% |
| 1Y | +43.9% | -80.5% | +124.4% | +54.9% |
| 3Y | +89.6% | -92.6% | +182.2% | +109.3% |
| 5Y | +100.3% | -99.3% | +199.7% | +137.1% |
| All | +228.5% | -97.1% | +325.6% | +254.3% |
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