+45.1%
ECL vs LCID
-95.5%
+140.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.4% |
| 7D | -0.8% | +1.8% | -2.5% | -0.8% |
| 30D | -2.5% | -34.2% | +31.8% | -0.8% |
| 3M | +8.3% | -9.1% | +17.5% | +8.0% |
| 6M | -1.1% | -52.6% | +51.5% | +1.2% |
| YTD | +6.5% | -56.2% | +62.7% | +9.1% |
| 1Y | +2.1% | -74.9% | +77.0% | +6.8% |
| 3Y | +57.6% | -92.1% | +149.7% | +69.2% |
| 5Y | +28.1% | -97.6% | +125.6% | +44.1% |
| All | +45.1% | -95.5% | +140.6% | +72.0% |
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