+60.0%
EQIX vs LCID
-96.8%
+156.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.3% | +11.7% | +1.1% |
| 7D | +7.6% | +9.2% | -1.7% | +6.9% |
| 30D | +5.2% | -3.0% | +8.2% | +5.2% |
| 3M | +0.8% | -50.2% | +51.0% | +4.6% |
| 6M | +0.2% | -45.8% | +46.1% | +2.3% |
| YTD | +42.2% | -69.2% | +111.4% | +49.5% |
| 1Y | +34.7% | -80.4% | +115.1% | +45.7% |
| 3Y | +49.0% | -91.4% | +140.4% | +63.4% |
| 5Y | +52.8% | -99.3% | +152.1% | +86.1% |
| All | +60.0% | -96.8% | +156.8% | +95.7% |
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