+209.5%
DRI vs LCID
-96.5%
+306.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | +1.0% |
| 7D | +3.1% | +20.0% | -16.9% | +2.0% |
| 30D | +16.2% | -5.0% | +21.3% | +16.3% |
| 3M | +8.4% | -48.9% | +57.2% | +12.0% |
| 6M | +19.0% | -43.2% | +62.2% | +21.1% |
| YTD | +28.8% | -65.9% | +94.8% | +34.3% |
| 1Y | +33.1% | -79.2% | +112.3% | +42.8% |
| 3Y | +70.8% | -90.4% | +161.2% | +85.6% |
| 5Y | +74.2% | -99.2% | +173.4% | +107.7% |
| All | +209.5% | -96.5% | +306.0% | +282.4% |
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