+110.0%
DIA vs LCID
-96.5%
+206.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.3% | +1.7% |
| 7D | +0.8% | +20.0% | -19.2% | -0.1% |
| 30D | +1.4% | -5.0% | +6.4% | +1.5% |
| 3M | -2.7% | -48.9% | +46.2% | -0.1% |
| 6M | +6.2% | -43.2% | +49.4% | +7.8% |
| YTD | +10.1% | -65.9% | +76.1% | +13.9% |
| 1Y | +13.0% | -79.2% | +92.2% | +19.3% |
| 3Y | +61.9% | -90.4% | +152.3% | +72.6% |
| 5Y | +57.1% | -99.2% | +156.3% | +77.0% |
| All | +110.0% | -96.5% | +206.5% | +140.2% |
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