+341.5%
EAT vs LCID
-96.5%
+438.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -2.4% |
| 7D | -3.9% | +20.0% | -23.9% | -5.8% |
| 30D | +5.0% | -5.0% | +10.0% | +5.1% |
| 3M | -9.6% | -48.9% | +39.2% | -4.1% |
| 6M | +46.8% | -43.2% | +90.0% | +51.2% |
| YTD | +41.8% | -65.9% | +107.8% | +53.1% |
| 1Y | +98.3% | -79.2% | +177.5% | +124.9% |
| 3Y | +503.1% | -90.4% | +593.5% | +600.4% |
| 5Y | +356.7% | -99.2% | +455.8% | +544.8% |
| All | +341.5% | -96.5% | +438.0% | +554.2% |
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