+71.8%
EEM vs LCID
-95.9%
+167.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -0.7% | -9.1% | +8.4% | -0.1% |
| 30D | +2.4% | -37.6% | +40.0% | +5.4% |
| 3M | +4.2% | -11.1% | +15.2% | +3.7% |
| 6M | +14.8% | -59.2% | +74.0% | +19.8% |
| YTD | +23.1% | -60.5% | +83.6% | +28.3% |
| 1Y | +32.5% | -78.5% | +111.0% | +43.0% |
| 3Y | +85.9% | -92.8% | +178.7% | +107.1% |
| 5Y | +43.6% | -97.9% | +141.5% | +68.3% |
| All | +71.8% | -95.9% | +167.7% | +112.3% |
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