+73.5%
EWJ vs LCID
-92.3%
+165.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.8% |
| 30D | +1.1% | -34.2% | +35.3% | +3.4% |
| 3M | +7.1% | -9.1% | +16.2% | +6.5% |
| 6M | +16.2% | -52.6% | +68.8% | +19.9% |
| YTD | +22.0% | -56.2% | +78.2% | +26.2% |
| 1Y | +26.2% | -74.9% | +101.1% | +34.1% |
| 3Y | +73.5% | -92.1% | +165.5% | +86.6% |
| All | +73.5% | -92.3% | +165.7% | +86.6% |
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