+68.1%
ESI vs LCID
-93.0%
+161.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.5% | +0.9% |
| 7D | -8.5% | +8.9% | -17.5% | -9.4% |
| 30D | -15.7% | -15.4% | -0.2% | -14.5% |
| 3M | -18.2% | -52.9% | +34.6% | -12.2% |
| 6M | -28.8% | -46.8% | +18.0% | -25.8% |
| YTD | +26.3% | -68.9% | +95.1% | +39.5% |
| 1Y | +18.2% | -81.7% | +99.9% | +37.8% |
| 3Y | +68.1% | -92.4% | +160.5% | +106.3% |
| All | +68.1% | -93.0% | +161.1% | +106.3% |
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