+75.4%
ET vs LCID
-93.0%
+168.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | +0.2% |
| 7D | -7.9% | +8.9% | -16.8% | -8.1% |
| 30D | -5.9% | -15.4% | +9.5% | -5.6% |
| 3M | -5.2% | -52.9% | +47.6% | -3.6% |
| 6M | +0.3% | -46.8% | +47.1% | +1.2% |
| YTD | +23.1% | -68.9% | +92.0% | +26.4% |
| 1Y | +22.7% | -81.7% | +104.4% | +28.9% |
| 3Y | +75.4% | -92.4% | +167.8% | +88.7% |
| All | +75.4% | -93.0% | +168.4% | +88.7% |
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