+52.2%
EW vs LCID
-93.0%
+145.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | +1.0% |
| 7D | +11.0% | +8.9% | +2.1% | +10.7% |
| 30D | +19.1% | -15.4% | +34.5% | +19.4% |
| 3M | +14.4% | -52.9% | +67.2% | +16.2% |
| 6M | +22.8% | -46.8% | +69.6% | +24.1% |
| YTD | +19.8% | -68.9% | +88.7% | +22.5% |
| 1Y | +23.9% | -81.7% | +105.6% | +28.1% |
| 3Y | +52.2% | -92.4% | +144.6% | +64.5% |
| All | +52.2% | -93.0% | +145.2% | +64.5% |
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 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