+242.2%
ESI vs LCID
-95.8%
+338.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | -0.5% |
| 7D | +3.9% | -9.3% | +13.3% | +4.8% |
| 30D | -3.8% | -35.4% | +31.6% | 0.0% |
| 3M | -13.1% | -17.1% | +4.0% | -13.2% |
| 6M | +11.3% | -58.9% | +70.3% | +18.8% |
| YTD | +44.1% | -59.6% | +103.7% | +53.4% |
| 1Y | +40.3% | -78.0% | +118.3% | +57.4% |
| 3Y | +84.1% | -92.7% | +176.7% | +116.8% |
| 5Y | +75.8% | -97.8% | +173.7% | +121.4% |
| All | +242.2% | -95.8% | +338.1% | +337.6% |
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