+64.5%
ETN vs LCID
-92.2%
+156.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.2% | +7.5% | -0.9% |
| 7D | +3.6% | -10.2% | +13.8% | +4.5% |
| 30D | -13.4% | -10.2% | -3.2% | -12.9% |
| 3M | -21.9% | -54.1% | +32.2% | -16.9% |
| 6M | -12.8% | -53.8% | +41.0% | -8.7% |
| YTD | +12.1% | -72.0% | +84.1% | +22.1% |
| 1Y | +0.8% | -80.5% | +81.4% | +13.5% |
| 3Y | +64.5% | -92.6% | +157.0% | +95.5% |
| All | +64.5% | -92.2% | +156.6% | +95.5% |
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