+354.5%
ETN vs LCID
-95.9%
+450.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +3.5% | -9.8% | +13.4% | +4.2% |
| 30D | -7.5% | -35.5% | +28.0% | -4.9% |
| 3M | +8.3% | -18.4% | +26.7% | +8.4% |
| 6M | +20.2% | -60.5% | +80.7% | +26.0% |
| YTD | +34.7% | -60.1% | +94.7% | +40.7% |
| 1Y | +19.4% | -78.8% | +98.2% | +29.8% |
| 3Y | +85.5% | -92.8% | +178.3% | +107.8% |
| 5Y | +186.6% | -97.9% | +284.5% | +234.8% |
| All | +354.5% | -95.9% | +450.4% | +433.6% |
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