+12.4%
EIX vs LCID
-91.4%
+103.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.3% | +11.4% | +0.6% |
| 7D | -1.5% | +9.2% | -10.7% | -1.9% |
| 30D | +8.1% | -3.0% | +11.1% | +8.0% |
| 3M | -12.1% | -50.2% | +38.1% | -9.7% |
| 6M | -13.4% | -45.8% | +32.4% | -12.0% |
| YTD | +5.6% | -69.2% | +74.8% | +10.1% |
| 1Y | +7.8% | -80.4% | +88.2% | +15.2% |
| All | +12.4% | -91.4% | +103.8% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling