+213.2%
ESI vs LCID
-96.3%
+309.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.4% | -1.1% |
| 7D | -6.6% | +24.8% | -31.4% | -8.6% |
| 30D | -9.8% | -0.5% | -9.3% | -10.1% |
| 3M | -11.9% | -43.0% | +31.0% | -7.8% |
| 6M | -25.1% | -40.5% | +15.4% | -23.1% |
| YTD | +31.9% | -64.3% | +96.2% | +41.4% |
| 1Y | +19.2% | -78.1% | +97.2% | +33.4% |
| 3Y | +76.2% | -90.1% | +166.2% | +102.1% |
| 5Y | +39.4% | -99.1% | +138.5% | +78.6% |
| All | +213.2% | -96.3% | +309.6% | +303.5% |
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