+157.9%
EQX vs LCID
-93.0%
+250.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.9% |
| 7D | -7.0% | -9.1% | +2.1% | -6.2% |
| 30D | +4.8% | -37.6% | +42.5% | +9.6% |
| 3M | +25.6% | -11.1% | +36.7% | +23.8% |
| 6M | -25.8% | -59.2% | +33.3% | -20.5% |
| YTD | -12.7% | -60.5% | +47.7% | -6.6% |
| 1Y | +14.1% | -78.5% | +92.6% | +29.9% |
| All | +157.9% | -93.0% | +250.9% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling