+25.9%
EW vs LCID
-96.5%
+122.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +2.1% |
| 7D | +12.3% | +20.0% | -7.7% | +11.3% |
| 30D | +22.9% | -5.0% | +27.9% | +22.9% |
| 3M | +16.7% | -48.9% | +65.6% | +19.8% |
| 6M | +31.0% | -43.2% | +74.2% | +32.9% |
| YTD | +22.8% | -65.9% | +88.8% | +27.1% |
| 1Y | +25.6% | -79.2% | +104.7% | +32.8% |
| 3Y | +62.0% | -90.4% | +152.4% | +72.6% |
| 5Y | -12.8% | -99.2% | +86.4% | +0.1% |
| All | +25.9% | -96.5% | +122.3% | +55.3% |
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