+103.3%
EMR vs LCID
-92.2%
+195.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.0% |
| 7D | +2.8% | -10.2% | +13.0% | +3.8% |
| 30D | +3.7% | -10.2% | +13.8% | +4.3% |
| 3M | +2.0% | -54.1% | +56.1% | +9.6% |
| 6M | +22.1% | -53.8% | +75.9% | +28.8% |
| YTD | +27.2% | -72.0% | +99.3% | +41.2% |
| 1Y | +32.0% | -80.5% | +112.5% | +51.3% |
| 3Y | +103.3% | -92.6% | +195.8% | +154.8% |
| All | +103.3% | -92.2% | +195.4% | +154.8% |
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