-20.4%
ETSY vs LCID
-97.1%
+76.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +2.5% |
| 7D | -1.0% | -10.2% | +9.1% | +0.5% |
| 30D | +7.3% | -10.2% | +17.5% | +8.7% |
| 3M | +10.3% | -54.1% | +64.4% | +25.7% |
| 6M | +55.1% | -53.8% | +108.8% | +70.3% |
| YTD | +60.5% | -72.0% | +132.6% | +91.5% |
| 1Y | +52.2% | -80.5% | +132.7% | +94.7% |
| 3Y | +40.8% | -92.6% | +133.4% | +96.6% |
| 5Y | -67.3% | -99.3% | +32.0% | -30.1% |
| All | -20.4% | -97.1% | +76.8% | +24.3% |
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