+432.5%
ET vs LCID
-96.3%
+528.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.6% |
| 7D | -1.9% | +24.8% | -26.7% | -2.7% |
| 30D | -3.1% | -0.5% | -2.5% | -3.2% |
| 3M | -3.9% | -43.0% | +39.0% | -2.2% |
| 6M | +4.0% | -40.5% | +44.5% | +5.0% |
| YTD | +26.4% | -64.3% | +90.7% | +29.9% |
| 1Y | +24.9% | -78.1% | +103.0% | +31.0% |
| 3Y | +85.2% | -90.1% | +175.3% | +96.2% |
| 5Y | +218.3% | -99.1% | +317.4% | +257.0% |
| All | +432.5% | -96.3% | +528.8% | +451.0% |
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