-4.4%
DIS vs LCID
-96.3%
+91.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.3% |
| 7D | +4.4% | +24.8% | -20.4% | +2.4% |
| 30D | +10.3% | -0.5% | +10.9% | +10.0% |
| 3M | +15.5% | -43.0% | +58.5% | +20.1% |
| 6M | +11.2% | -40.5% | +51.7% | +13.6% |
| YTD | +5.6% | -64.3% | +69.9% | +11.8% |
| 1Y | +7.7% | -78.1% | +85.8% | +18.4% |
| 3Y | +39.3% | -90.1% | +129.4% | +56.3% |
| 5Y | -29.5% | -99.1% | +69.6% | -12.6% |
| All | -4.4% | -96.3% | +91.9% | +19.4% |
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