-99.9%
DFNS vs LCID
-95.4%
-4.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -16.0% | -6.6% | -9.4% | -15.3% |
| 30D | -77.7% | -30.1% | -47.5% | -76.6% |
| 3M | -77.2% | -17.6% | -59.6% | -75.5% |
| 6M | -95.2% | -54.4% | -40.8% | -94.8% |
| YTD | -98.0% | -55.7% | -42.2% | -97.8% |
| 1Y | -98.3% | -71.0% | -27.2% | -98.2% |
| 3Y | -99.9% | -92.6% | -7.2% | -99.9% |
| 5Y | -99.9% | -97.6% | -2.3% | -99.8% |
| All | -99.9% | -95.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling