-35.2%
EFX vs LCID
-97.7%
+62.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -7.8% | +1.8% | -9.6% | -8.0% |
| 30D | -5.7% | -34.2% | +28.5% | -1.4% |
| 3M | +2.5% | -9.1% | +11.6% | +1.7% |
| 6M | -16.7% | -52.6% | +35.9% | -11.5% |
| YTD | -20.2% | -56.2% | +36.0% | -14.9% |
| 1Y | -31.4% | -74.9% | +43.5% | -22.4% |
| 3Y | -10.5% | -92.1% | +81.6% | +9.2% |
| 5Y | -35.2% | -97.6% | +62.3% | -8.8% |
| All | -35.2% | -97.7% | +62.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling