+2.9%
EQX vs LCID
-95.9%
+98.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | -3.2% | -9.8% | +6.6% | -2.5% |
| 30D | +7.8% | -35.5% | +43.2% | +11.1% |
| 3M | +21.3% | -18.4% | +39.7% | +21.3% |
| 6M | -22.4% | -60.5% | +38.1% | -18.3% |
| YTD | -11.3% | -60.1% | +48.8% | -7.0% |
| 1Y | +13.5% | -78.8% | +92.3% | +24.3% |
| 3Y | +162.1% | -92.8% | +254.9% | +196.9% |
| 5Y | +84.2% | -97.9% | +182.1% | +120.6% |
| All | +2.9% | -95.9% | +98.8% | +20.5% |
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