+76.4%
EWJ vs LCID
-97.1%
+173.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +0.8% |
| 7D | +4.0% | -10.2% | +14.1% | +4.5% |
| 30D | -4.3% | -10.2% | +5.9% | -3.9% |
| 3M | -6.8% | -54.1% | +47.3% | -3.4% |
| 6M | -0.9% | -53.8% | +52.9% | +1.8% |
| YTD | +14.3% | -72.0% | +86.3% | +20.0% |
| 1Y | +15.3% | -80.5% | +95.8% | +23.1% |
| 3Y | +65.6% | -92.6% | +158.2% | +80.2% |
| 5Y | +47.5% | -99.3% | +146.8% | +71.7% |
| All | +76.4% | -97.1% | +173.5% | +106.5% |
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