+59.0%
DLR vs LCID
-95.5%
+154.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.4% | +1.8% | +1.6% | +3.3% |
| 30D | -2.2% | -34.2% | +32.0% | +0.3% |
| 3M | +4.7% | -9.1% | +13.9% | +4.1% |
| 6M | +9.0% | -52.6% | +61.6% | +12.6% |
| YTD | +24.1% | -56.2% | +80.3% | +28.5% |
| 1Y | +20.9% | -74.9% | +95.8% | +29.4% |
| 3Y | +60.0% | -92.1% | +152.1% | +77.7% |
| 5Y | +35.3% | -97.6% | +132.8% | +58.1% |
| All | +59.0% | -95.5% | +154.5% | +95.6% |
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