+21.3%
ELF vs LCID
-92.2%
+113.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.2% | +13.1% | +5.1% |
| 7D | +1.6% | -10.2% | +11.8% | +2.8% |
| 30D | +9.1% | -10.2% | +19.3% | +10.2% |
| 3M | +28.2% | -54.1% | +82.3% | +40.0% |
| 6M | +119.5% | -53.8% | +173.3% | +135.0% |
| YTD | +55.2% | -72.0% | +127.2% | +74.9% |
| 1Y | +58.6% | -80.5% | +139.1% | +85.8% |
| 3Y | +21.3% | -92.6% | +113.8% | +57.7% |
| All | +21.3% | -92.2% | +113.4% | +57.7% |
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