+267.0%
EWT vs LCID
-95.9%
+362.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.8% |
| 7D | -1.1% | -9.8% | +8.7% | -0.5% |
| 30D | +4.5% | -35.5% | +39.9% | +7.4% |
| 3M | +8.3% | -18.4% | +26.6% | +8.4% |
| 6M | +54.2% | -60.5% | +114.7% | +61.6% |
| YTD | +74.6% | -60.1% | +134.7% | +82.2% |
| 1Y | +84.9% | -78.8% | +163.7% | +100.3% |
| 3Y | +197.5% | -92.8% | +290.3% | +232.6% |
| 5Y | +150.6% | -97.9% | +248.5% | +191.3% |
| All | +267.0% | -95.9% | +362.8% | +322.5% |
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