+34.3%
DLR vs LCID
-97.6%
+131.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.6% | -6.6% | +8.2% | +2.1% |
| 30D | -3.4% | -30.1% | +26.8% | -0.5% |
| 3M | +0.5% | -17.6% | +18.1% | +0.5% |
| 6M | +4.6% | -54.4% | +59.0% | +9.8% |
| YTD | +23.4% | -55.7% | +79.1% | +29.4% |
| 1Y | +19.0% | -71.0% | +90.1% | +29.2% |
| 3Y | +56.5% | -92.6% | +149.2% | +84.6% |
| All | +34.3% | -97.6% | +131.9% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling