-99.9%
DFNS vs LCID
-95.5%
-4.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +0.8% | +1.8% | -1.0% | +0.5% |
| 30D | -73.2% | -34.2% | -39.0% | -71.8% |
| 3M | -72.4% | -9.1% | -63.3% | -70.4% |
| 6M | -95.2% | -52.6% | -42.6% | -94.9% |
| YTD | -98.0% | -56.2% | -41.8% | -97.8% |
| 1Y | -98.3% | -74.9% | -23.4% | -98.2% |
| 3Y | -99.9% | -92.1% | -7.8% | -99.9% |
| 5Y | -99.9% | -97.6% | -2.3% | -99.9% |
| All | -99.9% | -95.5% | -4.4% | -99.8% |
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