-18.0%
ELF vs LCID
-71.9%
+53.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +5.4% | -6.6% | +11.9% | +6.2% |
| 30D | +27.0% | -30.1% | +57.1% | +32.7% |
| 3M | +113.2% | -17.6% | +130.8% | +113.3% |
| 6M | +36.6% | -54.4% | +91.0% | +47.1% |
| YTD | +44.2% | -55.7% | +100.0% | +53.7% |
| 1Y | -18.0% | -71.0% | +53.1% | -13.6% |
| All | -18.0% | -71.9% | +53.9% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling