-69.2%
EOSE vs LCID
-97.9%
+28.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.7% | -3.0% |
| 7D | +14.0% | -9.1% | +23.1% | +18.7% |
| 30D | -5.9% | -37.6% | +31.7% | +15.5% |
| 3M | -34.3% | -11.1% | -23.2% | -35.4% |
| 6M | -37.8% | -59.2% | +21.4% | -14.3% |
| YTD | -65.2% | -60.5% | -4.7% | -52.1% |
| 1Y | -41.9% | -78.5% | +36.6% | +4.6% |
| 3Y | +44.6% | -92.8% | +137.4% | +266.2% |
| 5Y | -69.2% | -97.9% | +28.7% | +28.4% |
| All | -69.2% | -97.9% | +28.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling