-60.8%
EOSE vs LCID
-95.6%
+34.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +1.8% | -9.8% | +11.6% | +5.4% |
| 30D | -6.8% | -35.5% | +28.6% | +8.6% |
| 3M | -36.3% | -18.4% | -17.9% | -34.6% |
| 6M | -38.8% | -60.5% | +21.7% | -19.7% |
| YTD | -65.5% | -60.1% | -5.5% | -55.4% |
| 1Y | -45.3% | -78.8% | +33.5% | -12.1% |
| 3Y | +44.2% | -92.8% | +136.9% | +197.8% |
| 5Y | -69.5% | -97.9% | +28.4% | -15.5% |
| All | -60.8% | -95.6% | +34.8% | +21.0% |
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