-42.5%
EL vs LCID
-96.4%
+54.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | +0.3% | +8.9% | -8.6% | -0.8% |
| 30D | +12.3% | +6.8% | +5.4% | +11.2% |
| 3M | +28.4% | -45.2% | +73.6% | +35.8% |
| 6M | +36.7% | -39.1% | +75.9% | +40.6% |
| YTD | +8.4% | -65.3% | +73.7% | +17.5% |
| 1Y | +25.4% | -78.4% | +103.8% | +42.3% |
| 3Y | +3.4% | -90.3% | +93.8% | +20.7% |
| 5Y | -64.8% | -99.2% | +34.4% | -53.1% |
| All | -42.5% | -96.4% | +54.0% | -21.2% |
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 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