-11.2%
DOW vs LCID
-96.4%
+85.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.0% | +3.5% |
| 7D | -0.5% | +8.9% | -9.4% | -1.1% |
| 30D | +15.7% | +6.8% | +8.9% | +14.9% |
| 3M | +5.3% | -45.2% | +50.5% | +9.0% |
| 6M | -14.2% | -39.1% | +24.9% | -13.0% |
| YTD | +43.9% | -65.3% | +109.2% | +51.3% |
| 1Y | +53.1% | -78.4% | +131.5% | +66.4% |
| 3Y | -21.8% | -90.3% | +68.5% | -13.0% |
| 5Y | -28.3% | -99.2% | +70.9% | -14.9% |
| All | -11.2% | -96.4% | +85.2% | +0.3% |
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