-6.4%
DIS vs LCID
-96.8%
+90.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.2% |
| 7D | +5.2% | +8.9% | -3.7% | +4.4% |
| 30D | +11.5% | -15.4% | +26.9% | +12.6% |
| 3M | +11.5% | -52.9% | +64.4% | +17.7% |
| 6M | +8.9% | -46.8% | +55.7% | +12.2% |
| YTD | +3.4% | -68.9% | +72.3% | +10.7% |
| 1Y | +7.2% | -81.7% | +88.9% | +19.6% |
| 3Y | +43.3% | -92.4% | +135.7% | +64.2% |
| 5Y | -31.4% | -99.2% | +67.8% | -14.0% |
| All | -6.4% | -96.8% | +90.4% | +18.3% |
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