+89.4%
EWJ vs LCID
-95.9%
+185.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +0.3% | -9.8% | +10.1% | +0.8% |
| 30D | +0.8% | -35.5% | +36.3% | +3.0% |
| 3M | +7.5% | -18.4% | +25.9% | +7.7% |
| 6M | +15.6% | -60.5% | +76.1% | +19.9% |
| YTD | +22.7% | -60.1% | +82.8% | +26.9% |
| 1Y | +26.4% | -78.8% | +105.2% | +34.5% |
| 3Y | +72.5% | -92.8% | +165.3% | +88.0% |
| 5Y | +52.4% | -97.9% | +150.3% | +72.1% |
| All | +89.4% | -95.9% | +185.3% | +118.4% |
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