-100.0%
DFNS vs LCID
-96.5%
-3.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -4.1% |
| 7D | -42.8% | +20.0% | -62.8% | -44.2% |
| 30D | -67.6% | -5.0% | -62.5% | -67.4% |
| 3M | -94.9% | -48.9% | -46.0% | -94.4% |
| 6M | -96.7% | -43.2% | -53.5% | -96.4% |
| YTD | -99.6% | -65.9% | -33.7% | -99.6% |
| 1Y | -99.7% | -79.2% | -20.6% | -99.7% |
| 3Y | -100.0% | -90.4% | -9.6% | -100.0% |
| 5Y | -100.0% | -99.2% | -0.8% | -100.0% |
| All | -100.0% | -96.5% | -3.5% | -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