+182.2%
EMR vs LCID
-96.5%
+278.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +3.8% |
| 7D | +2.1% | +20.0% | -17.9% | +0.8% |
| 30D | +4.8% | -5.0% | +9.8% | +4.8% |
| 3M | +7.5% | -48.9% | +56.3% | +11.9% |
| 6M | +20.9% | -43.2% | +64.1% | +23.6% |
| YTD | +29.2% | -65.9% | +95.1% | +36.1% |
| 1Y | +33.0% | -79.2% | +112.1% | +44.1% |
| 3Y | +109.8% | -90.4% | +200.2% | +131.0% |
| 5Y | +91.9% | -99.2% | +191.1% | +123.1% |
| All | +182.2% | -96.5% | +278.7% | +218.7% |
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 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