+431.6%
ET vs LCID
-97.1%
+528.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.2% |
| 7D | +2.5% | -10.2% | +12.7% | +2.9% |
| 30D | -2.5% | -10.2% | +7.7% | -2.3% |
| 3M | -4.9% | -54.1% | +49.3% | -2.4% |
| 6M | -0.1% | -53.8% | +53.7% | +1.8% |
| YTD | +26.2% | -72.0% | +98.3% | +30.8% |
| 1Y | +25.2% | -80.5% | +105.7% | +31.6% |
| 3Y | +84.2% | -92.6% | +176.7% | +97.2% |
| 5Y | +216.1% | -99.3% | +315.4% | +257.6% |
| All | +431.6% | -97.1% | +528.8% | +454.6% |
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