+147.8%
ETR vs LCID
-92.8%
+240.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | -1.2% |
| 7D | +0.4% | -9.3% | +9.7% | +0.5% |
| 30D | +2.0% | -35.4% | +37.4% | +2.6% |
| 3M | -1.7% | -17.1% | +15.4% | -1.8% |
| 6M | +3.6% | -58.9% | +62.5% | +5.2% |
| YTD | +18.0% | -59.6% | +77.6% | +19.8% |
| 1Y | +26.2% | -78.0% | +104.2% | +30.0% |
| All | +147.8% | -92.8% | +240.6% | +159.0% |
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