-38.8%
DOCS vs LCID
-98.5%
+59.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.3% |
| 7D | -0.6% | +24.8% | -25.4% | -5.1% |
| 30D | +6.3% | -0.5% | +6.8% | +5.7% |
| 3M | +26.5% | -43.0% | +69.5% | +39.5% |
| 6M | +24.8% | -40.5% | +65.3% | +32.1% |
| YTD | -26.8% | -64.3% | +37.5% | -16.1% |
| 1Y | -38.3% | -78.1% | +39.8% | -21.5% |
| 3Y | +36.0% | -90.1% | +126.1% | +79.4% |
| 5Y | -55.0% | -99.1% | +44.1% | +4.2% |
| All | -38.8% | -98.5% | +59.7% | +33.7% |
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