-100.0%
DFNS vs LCID
-96.8%
-3.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +10.4% | -22.6% | -13.4% |
| 7D | -44.0% | +8.9% | -53.0% | -44.7% |
| 30D | -69.1% | -15.4% | -53.7% | -68.6% |
| 3M | -95.6% | -52.9% | -42.8% | -95.2% |
| 6M | -96.2% | -46.8% | -49.3% | -95.7% |
| YTD | -99.6% | -68.9% | -30.7% | -99.6% |
| 1Y | -99.7% | -81.7% | -18.1% | -99.7% |
| 3Y | -100.0% | -92.4% | -7.6% | -100.0% |
| 5Y | -100.0% | -99.2% | -0.8% | -100.0% |
| All | -100.0% | -96.8% | -3.2% | -100.0% |
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