-58.8%
EOSE vs LCID
-95.6%
+36.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.8% | +4.3% | -0.8% |
| 7D | +15.0% | -9.3% | +24.3% | +18.9% |
| 30D | +2.5% | -35.4% | +37.9% | +19.4% |
| 3M | -33.7% | -17.1% | -16.6% | -32.5% |
| 6M | -32.7% | -58.9% | +26.2% | -13.0% |
| YTD | -63.8% | -59.6% | -4.2% | -53.3% |
| 1Y | -40.5% | -78.0% | +37.4% | -5.7% |
| 3Y | +50.4% | -92.7% | +143.1% | +209.3% |
| 5Y | -68.6% | -97.8% | +29.3% | -13.3% |
| All | -58.8% | -95.6% | +36.8% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling