+60.1%
ECL vs LCID
-96.3%
+156.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -0.4% |
| 7D | +0.4% | +24.8% | -24.4% | -0.6% |
| 30D | +8.6% | -0.5% | +9.1% | +8.4% |
| 3M | +7.9% | -43.0% | +50.9% | +10.2% |
| 6M | +21.0% | -40.5% | +61.6% | +22.5% |
| YTD | +17.5% | -64.3% | +81.8% | +21.1% |
| 1Y | +19.7% | -78.1% | +97.7% | +25.7% |
| 3Y | +77.4% | -90.1% | +167.5% | +88.1% |
| 5Y | +38.7% | -99.1% | +137.8% | +54.5% |
| All | +60.1% | -96.3% | +156.4% | +90.9% |
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