+26.5%
EFX vs LCID
-97.1%
+123.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.5% |
| 7D | -0.8% | -10.2% | +9.4% | -0.1% |
| 30D | +25.1% | -10.2% | +35.3% | +25.7% |
| 3M | +1.7% | -54.1% | +55.8% | +7.4% |
| 6M | +18.4% | -53.8% | +72.1% | +23.5% |
| YTD | -12.5% | -72.0% | +59.5% | -5.7% |
| 1Y | -8.1% | -80.5% | +72.4% | +1.8% |
| 3Y | +4.8% | -92.6% | +97.3% | +19.8% |
| 5Y | -30.1% | -99.3% | +69.2% | -13.5% |
| All | +26.5% | -97.1% | +123.6% | +63.6% |
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