+3.2%
EL vs LCID
-93.0%
+96.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.4% | -8.2% | +0.9% |
| 7D | +0.8% | +8.9% | -8.2% | -0.4% |
| 30D | +16.5% | -15.4% | +32.0% | +18.5% |
| 3M | +29.2% | -52.9% | +82.0% | +40.4% |
| 6M | +27.9% | -46.8% | +74.8% | +34.4% |
| YTD | +6.2% | -68.9% | +75.1% | +18.7% |
| 1Y | +27.2% | -81.7% | +108.8% | +51.1% |
| 3Y | +3.2% | -92.4% | +95.6% | +32.6% |
| All | +3.2% | -93.0% | +96.2% | +32.6% |
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