+52.7%
EQIX vs LCID
-95.9%
+148.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -1.6% | -9.1% | +7.5% | -1.1% |
| 30D | -0.4% | -37.6% | +37.3% | +2.3% |
| 3M | -0.9% | -11.1% | +10.1% | -1.4% |
| 6M | +8.1% | -59.2% | +67.3% | +12.6% |
| YTD | +35.7% | -60.5% | +96.1% | +41.1% |
| 1Y | +34.0% | -78.5% | +112.5% | +44.4% |
| 3Y | +41.4% | -92.8% | +134.3% | +57.9% |
| 5Y | +34.0% | -97.9% | +131.9% | +58.0% |
| All | +52.7% | -95.9% | +148.6% | +84.6% |
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 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