+59.0%
EEM vs LCID
-96.4%
+155.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.6% |
| 7D | +0.7% | +8.9% | -8.2% | +0.1% |
| 30D | -6.2% | +6.8% | -13.1% | -6.8% |
| 3M | -5.2% | -45.2% | +40.0% | -1.9% |
| 6M | -8.1% | -39.1% | +31.0% | -6.6% |
| YTD | +14.0% | -65.3% | +79.3% | +19.5% |
| 1Y | +13.8% | -78.4% | +92.2% | +22.6% |
| 3Y | +73.7% | -90.3% | +164.1% | +90.1% |
| 5Y | +34.6% | -99.2% | +133.7% | +61.2% |
| All | +59.0% | -96.4% | +155.5% | +97.6% |
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