+154.5%
ETR vs LCID
-90.9%
+245.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.3% | +1.0% |
| 7D | +1.7% | +20.0% | -18.3% | +1.5% |
| 30D | +8.7% | -5.0% | +13.8% | +8.7% |
| 3M | +4.9% | -48.9% | +53.8% | +5.6% |
| 6M | +0.8% | -43.2% | +44.0% | +1.2% |
| YTD | +23.1% | -65.9% | +89.1% | +25.0% |
| 1Y | +17.9% | -79.2% | +97.1% | +21.1% |
| 3Y | +154.5% | -90.4% | +244.9% | +166.1% |
| All | +154.5% | -90.9% | +245.5% | +166.1% |
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