+208.3%
DRI vs LCID
-96.4%
+304.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -0.7% | +8.9% | -9.6% | -1.3% |
| 30D | +14.7% | +6.8% | +7.9% | +14.0% |
| 3M | +5.4% | -45.2% | +50.7% | +8.5% |
| 6M | +18.8% | -39.1% | +58.0% | +20.4% |
| YTD | +28.4% | -65.3% | +93.6% | +33.7% |
| 1Y | +37.7% | -78.4% | +116.1% | +47.3% |
| 3Y | +68.0% | -90.3% | +158.3% | +82.5% |
| 5Y | +78.8% | -99.2% | +178.0% | +113.0% |
| All | +208.3% | -96.4% | +304.8% | +280.5% |
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