+150.3%
EMR vs LCID
-95.8%
+246.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | -0.7% |
| 7D | +0.9% | -9.3% | +10.3% | +1.6% |
| 30D | -5.0% | -35.4% | +30.4% | -2.2% |
| 3M | +5.9% | -17.1% | +23.0% | +6.0% |
| 6M | +7.3% | -58.9% | +66.3% | +12.3% |
| YTD | +14.6% | -59.6% | +74.2% | +19.8% |
| 1Y | +15.6% | -78.0% | +93.6% | +25.0% |
| 3Y | +60.2% | -92.7% | +152.9% | +78.0% |
| 5Y | +65.8% | -97.8% | +163.7% | +89.8% |
| All | +150.3% | -95.8% | +246.1% | +180.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling