+98.3%
ED vs LCID
-96.5%
+194.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.1% |
| 7D | -0.1% | +20.0% | -20.1% | +0.1% |
| 30D | +11.6% | -5.0% | +16.6% | +11.6% |
| 3M | +10.5% | -48.9% | +59.4% | +10.1% |
| 6M | +13.2% | -43.2% | +56.4% | +13.0% |
| YTD | +22.1% | -65.9% | +88.1% | +21.6% |
| 1Y | +24.2% | -79.2% | +103.3% | +23.5% |
| 3Y | +46.9% | -90.4% | +137.3% | +46.1% |
| 5Y | +80.8% | -99.2% | +180.0% | +76.3% |
| All | +98.3% | -96.5% | +194.8% | +105.4% |
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