+330.2%
EAT vs LCID
-97.1%
+427.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +1.3% |
| 7D | -4.0% | -10.2% | +6.2% | -3.2% |
| 30D | -2.9% | -10.2% | +7.3% | -2.3% |
| 3M | -16.9% | -54.1% | +37.2% | -11.0% |
| 6M | +57.0% | -53.8% | +110.7% | +64.9% |
| YTD | +38.2% | -72.0% | +110.2% | +51.9% |
| 1Y | +69.3% | -80.5% | +149.8% | +92.8% |
| 3Y | +483.0% | -92.6% | +575.5% | +594.0% |
| 5Y | +364.1% | -99.3% | +463.5% | +566.7% |
| All | +330.2% | -97.1% | +427.3% | +549.0% |
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