+510.6%
ELF vs LCID
-95.4%
+606.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +5.4% | -6.6% | +11.9% | +6.0% |
| 30D | +27.0% | -30.1% | +57.1% | +31.1% |
| 3M | +113.2% | -17.6% | +130.8% | +114.0% |
| 6M | +36.6% | -54.4% | +91.0% | +44.0% |
| YTD | +44.2% | -55.7% | +100.0% | +51.9% |
| 1Y | -18.0% | -71.0% | +53.1% | -11.0% |
| 3Y | -19.9% | -92.6% | +72.7% | -7.1% |
| 5Y | +257.7% | -97.6% | +355.3% | +342.1% |
| All | +510.6% | -95.4% | +606.1% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling