-42.0%
EL vs LCID
-96.5%
+54.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +1.8% |
| 7D | +8.0% | +20.0% | -12.0% | +5.9% |
| 30D | +15.4% | -5.0% | +20.4% | +15.7% |
| 3M | +28.5% | -48.9% | +77.4% | +36.9% |
| 6M | +32.2% | -43.2% | +75.4% | +37.0% |
| YTD | +9.2% | -65.9% | +75.1% | +18.6% |
| 1Y | +30.8% | -79.2% | +110.0% | +48.9% |
| 3Y | +3.7% | -90.4% | +94.1% | +21.2% |
| 5Y | -64.8% | -99.2% | +34.4% | -53.1% |
| All | -42.0% | -96.5% | +54.5% | -20.5% |
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