+4.2%
EW vs LCID
-95.5%
+99.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.5% |
| 7D | -4.4% | +1.8% | -6.2% | -4.5% |
| 30D | -3.3% | -34.2% | +30.9% | -1.6% |
| 3M | +1.0% | -9.1% | +10.1% | +0.7% |
| 6M | +6.2% | -52.6% | +58.8% | +8.8% |
| YTD | +1.7% | -56.2% | +57.9% | +4.4% |
| 1Y | +8.1% | -74.9% | +83.0% | +13.5% |
| 3Y | +17.1% | -92.1% | +109.2% | +26.7% |
| 5Y | -29.4% | -97.6% | +68.2% | -19.1% |
| All | +4.2% | -95.5% | +99.7% | +27.5% |
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 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