+559.6%
ELF vs LCID
-96.4%
+656.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.2% |
| 7D | +4.3% | +8.9% | -4.7% | +3.3% |
| 30D | +7.7% | +6.8% | +0.9% | +6.8% |
| 3M | +24.7% | -45.2% | +69.9% | +31.1% |
| 6M | +114.6% | -39.1% | +153.8% | +120.4% |
| YTD | +55.8% | -65.3% | +121.1% | +67.2% |
| 1Y | +51.9% | -78.4% | +130.3% | +69.4% |
| 3Y | +24.6% | -90.3% | +114.9% | +42.4% |
| 5Y | +279.2% | -99.2% | +378.4% | +389.3% |
| All | +559.6% | -96.4% | +656.0% | +921.6% |
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 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