+81.3%
ED vs LCID
-95.5%
+176.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +0.5% | +1.8% | -1.2% | +0.5% |
| 30D | +1.1% | -34.2% | +35.3% | +0.8% |
| 3M | +4.6% | -9.1% | +13.8% | +4.7% |
| 6M | -2.0% | -52.6% | +50.6% | -2.2% |
| YTD | +11.7% | -56.2% | +67.9% | +11.4% |
| 1Y | +15.7% | -74.9% | +90.6% | +15.3% |
| 3Y | +34.4% | -92.1% | +126.4% | +33.6% |
| 5Y | +67.3% | -97.6% | +164.9% | +66.5% |
| All | +81.3% | -95.5% | +176.8% | +88.2% |
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