-4.5%
DIS vs LCID
-96.5%
+92.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.3% |
| 7D | +5.3% | +20.0% | -14.7% | +3.7% |
| 30D | +10.2% | -5.0% | +15.3% | +10.3% |
| 3M | +13.5% | -48.9% | +62.4% | +19.0% |
| 6M | +11.1% | -43.2% | +54.3% | +13.9% |
| YTD | +5.5% | -65.9% | +71.4% | +12.1% |
| 1Y | +9.1% | -79.2% | +88.3% | +20.5% |
| 3Y | +36.0% | -90.4% | +126.4% | +53.0% |
| 5Y | -29.8% | -99.2% | +69.4% | -12.6% |
| All | -4.5% | -96.5% | +92.0% | +19.8% |
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