+94.1%
ELAN vs LCID
-93.0%
+187.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.7% |
| 7D | -6.4% | -9.1% | +2.7% | -5.3% |
| 30D | +0.6% | -37.6% | +38.2% | +6.4% |
| 3M | 0.0% | -11.1% | +11.0% | -1.6% |
| 6M | -3.4% | -59.2% | +55.8% | +5.5% |
| YTD | +1.0% | -60.5% | +61.5% | +10.1% |
| 1Y | +24.7% | -78.5% | +103.2% | +46.4% |
| All | +94.1% | -93.0% | +187.0% | +172.6% |
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