-19.8%
DOW vs LCID
-95.8%
+76.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | -0.1% |
| 7D | -6.0% | -9.3% | +3.3% | -5.4% |
| 30D | -2.7% | -35.4% | +32.7% | 0.0% |
| 3M | -10.5% | -17.1% | +6.6% | -10.7% |
| 6M | -12.4% | -58.9% | +46.5% | -8.3% |
| YTD | +30.0% | -59.6% | +89.6% | +35.9% |
| 1Y | +27.8% | -78.0% | +105.8% | +39.4% |
| 3Y | -34.9% | -92.7% | +57.8% | -26.5% |
| 5Y | -35.9% | -97.8% | +62.0% | -25.7% |
| All | -19.8% | -95.8% | +76.1% | -9.9% |
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