+546.7%
ELF vs LCID
-96.8%
+643.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +4.7% |
| 7D | +4.0% | +8.9% | -5.0% | +3.1% |
| 30D | +10.6% | -15.4% | +26.0% | +12.0% |
| 3M | +25.8% | -52.9% | +78.7% | +34.2% |
| 6M | +89.1% | -46.8% | +135.9% | +96.8% |
| YTD | +52.7% | -68.9% | +121.6% | +65.7% |
| 1Y | +51.7% | -81.7% | +133.4% | +71.8% |
| 3Y | +14.2% | -92.4% | +106.6% | +33.2% |
| 5Y | +270.7% | -99.2% | +369.9% | +382.3% |
| All | +546.7% | -96.8% | +643.4% | +912.5% |
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