-38.7%
DOCS vs LCID
-98.7%
+60.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -4.1% |
| 7D | -0.8% | +8.9% | -9.7% | -2.7% |
| 30D | +17.4% | -15.4% | +32.8% | +20.6% |
| 3M | +57.4% | -52.9% | +110.2% | +80.5% |
| 6M | +26.5% | -46.8% | +73.4% | +37.0% |
| YTD | -26.6% | -68.9% | +42.3% | -13.5% |
| 1Y | -48.1% | -81.7% | +33.6% | -31.3% |
| 3Y | +52.6% | -92.4% | +145.0% | +115.2% |
| 5Y | -52.1% | -99.2% | +47.1% | +14.4% |
| All | -38.7% | -98.7% | +60.1% | +37.9% |
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