+382.6%
EAT vs LCID
-95.5%
+478.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -4.9% | +1.8% | -6.7% | -5.1% |
| 30D | -1.2% | -34.2% | +33.0% | +2.8% |
| 3M | +52.2% | -9.1% | +61.4% | +50.7% |
| 6M | +65.0% | -52.6% | +117.6% | +74.1% |
| YTD | +55.0% | -56.2% | +111.2% | +64.1% |
| 1Y | +42.1% | -74.9% | +117.0% | +58.7% |
| 3Y | +614.7% | -92.1% | +706.8% | +756.3% |
| 5Y | +322.7% | -97.6% | +420.3% | +449.3% |
| All | +382.6% | -95.5% | +478.1% | +601.4% |
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