+62.1%
EMR vs LCID
-92.2%
+154.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -1.5% | -6.6% | +5.1% | -0.8% |
| 30D | -5.6% | -30.1% | +24.5% | -2.2% |
| 3M | +7.9% | -17.6% | +25.5% | +8.0% |
| 6M | +6.0% | -54.4% | +60.5% | +13.0% |
| YTD | +16.4% | -55.7% | +72.2% | +24.1% |
| 1Y | +16.6% | -71.0% | +87.7% | +28.9% |
| All | +62.1% | -92.2% | +154.3% | +96.8% |
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