+483.5%
ET vs LCID
-95.8%
+579.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +1.1% |
| 7D | +0.6% | -9.3% | +10.0% | +1.0% |
| 30D | +5.3% | -35.4% | +40.7% | +6.9% |
| 3M | +15.6% | -17.1% | +32.7% | +15.6% |
| 6M | +20.6% | -58.9% | +79.6% | +23.8% |
| YTD | +38.5% | -59.6% | +98.1% | +42.0% |
| 1Y | +35.7% | -78.0% | +113.7% | +42.6% |
| 3Y | +98.4% | -92.7% | +191.0% | +113.3% |
| 5Y | +245.3% | -97.8% | +343.1% | +283.3% |
| All | +483.5% | -95.8% | +579.3% | +502.2% |
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