+152.0%
DECK vs LCID
-97.1%
+249.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.6% | +10.0% | -0.3% |
| 7D | +6.0% | -6.9% | +12.9% | +6.8% |
| 30D | +7.4% | -28.4% | +35.8% | +11.1% |
| 3M | -11.7% | -55.5% | +43.9% | -4.0% |
| 6M | -11.0% | -52.3% | +41.4% | -5.6% |
| YTD | -15.4% | -71.8% | +56.4% | -5.7% |
| 1Y | +7.2% | -82.7% | +90.0% | +25.6% |
| 3Y | -11.8% | -93.5% | +81.7% | +8.6% |
| 5Y | +24.3% | -99.3% | +123.6% | +83.9% |
| All | +152.0% | -97.1% | +249.1% | +215.7% |
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