+25.0%
EW vs LCID
-96.3%
+121.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.9% |
| 7D | +9.3% | +24.8% | -15.6% | +8.1% |
| 30D | +22.1% | -0.5% | +22.6% | +21.8% |
| 3M | +13.0% | -43.0% | +56.0% | +15.5% |
| 6M | +30.1% | -40.5% | +70.6% | +31.7% |
| YTD | +22.0% | -64.3% | +86.3% | +26.0% |
| 1Y | +23.7% | -78.1% | +101.8% | +30.5% |
| 3Y | +62.0% | -90.1% | +152.1% | +72.4% |
| 5Y | -12.4% | -99.1% | +86.6% | +0.3% |
| All | +25.0% | -96.3% | +121.3% | +53.9% |
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