+559.9%
ELF vs LCID
-96.3%
+656.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.2% |
| 7D | +6.3% | +24.8% | -18.5% | +3.9% |
| 30D | +8.5% | -0.5% | +9.0% | +8.2% |
| 3M | +24.4% | -43.0% | +67.4% | +30.3% |
| 6M | +94.7% | -40.5% | +135.3% | +100.4% |
| YTD | +55.9% | -64.3% | +120.2% | +66.8% |
| 1Y | +48.4% | -78.1% | +126.5% | +65.2% |
| 3Y | +24.6% | -90.1% | +114.7% | +42.1% |
| 5Y | +285.0% | -99.1% | +384.1% | +394.0% |
| All | +559.9% | -96.3% | +656.2% | +919.4% |
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