+26.7%
EFX vs LCID
-96.4%
+123.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.3% |
| 7D | -2.0% | +8.9% | -10.9% | -2.8% |
| 30D | +27.9% | +6.8% | +21.0% | +26.8% |
| 3M | +3.8% | -45.2% | +49.1% | +8.3% |
| 6M | +13.0% | -39.1% | +52.1% | +15.4% |
| YTD | -12.4% | -65.3% | +52.9% | -7.1% |
| 1Y | -10.4% | -78.4% | +68.0% | -1.5% |
| 3Y | +4.4% | -90.3% | +94.8% | +17.1% |
| 5Y | -28.9% | -99.2% | +70.3% | -13.4% |
| All | +26.7% | -96.4% | +123.1% | +61.2% |
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