+206.9%
DRI vs LCID
-96.8%
+303.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.9% | +0.2% |
| 7D | -0.3% | +9.2% | -9.6% | -0.9% |
| 30D | +10.8% | -3.0% | +13.8% | +10.8% |
| 3M | +0.9% | -50.2% | +51.1% | +4.4% |
| 6M | +16.3% | -45.8% | +62.2% | +18.6% |
| YTD | +27.8% | -69.2% | +97.0% | +33.9% |
| 1Y | +33.9% | -80.4% | +114.2% | +44.0% |
| 3Y | +67.2% | -91.4% | +158.6% | +82.8% |
| 5Y | +79.0% | -99.3% | +178.2% | +114.4% |
| All | +206.9% | -96.8% | +303.8% | +281.2% |
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