+83.4%
DOV vs LCID
-95.8%
+179.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.2% |
| 7D | +1.3% | -9.3% | +10.7% | +2.0% |
| 30D | -8.6% | -35.4% | +26.8% | -6.1% |
| 3M | -13.1% | -17.1% | +3.9% | -13.1% |
| 6M | -8.8% | -58.9% | +50.1% | -4.5% |
| YTD | -1.2% | -59.6% | +58.4% | +3.2% |
| 1Y | +10.7% | -78.0% | +88.7% | +20.3% |
| 3Y | +39.3% | -92.7% | +132.0% | +57.0% |
| 5Y | +16.4% | -97.8% | +114.3% | +37.6% |
| All | +83.4% | -95.8% | +179.2% | +121.5% |
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 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