+19.0%
EFX vs LCID
-95.4%
+114.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.5% |
| 7D | -8.6% | -6.6% | -2.1% | -8.2% |
| 30D | +0.1% | -30.1% | +30.3% | +2.8% |
| 3M | +3.8% | -17.6% | +21.4% | +4.1% |
| 6M | -13.5% | -54.4% | +40.9% | -9.5% |
| YTD | -17.7% | -55.7% | +38.1% | -13.9% |
| 1Y | -25.6% | -71.0% | +45.5% | -19.9% |
| 3Y | -12.1% | -92.6% | +80.6% | +0.6% |
| 5Y | -33.8% | -97.6% | +63.8% | -19.2% |
| All | +19.0% | -95.4% | +114.5% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling