-42.8%
EL vs LCID
-97.1%
+54.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +2.1% |
| 7D | +1.5% | -10.2% | +11.7% | +2.5% |
| 30D | +10.0% | -10.2% | +20.2% | +10.9% |
| 3M | +28.4% | -54.1% | +82.5% | +38.3% |
| 6M | +37.1% | -53.8% | +90.8% | +45.0% |
| YTD | +7.8% | -72.0% | +79.9% | +19.4% |
| 1Y | +26.0% | -80.5% | +106.6% | +44.5% |
| 3Y | +3.8% | -92.6% | +96.4% | +24.4% |
| 5Y | -65.2% | -99.3% | +34.1% | -52.7% |
| All | -42.8% | -97.1% | +54.4% | -19.9% |
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 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