+222.2%
EWT vs LCID
-97.1%
+319.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.4% | +0.8% |
| 7D | +9.1% | -10.2% | +19.3% | +9.9% |
| 30D | -12.2% | -10.2% | -2.0% | -11.7% |
| 3M | -9.4% | -54.1% | +44.7% | -4.9% |
| 6M | +2.7% | -53.8% | +56.4% | +6.5% |
| YTD | +53.3% | -72.0% | +125.3% | +63.4% |
| 1Y | +59.2% | -80.5% | +139.7% | +73.4% |
| 3Y | +157.1% | -92.6% | +249.7% | +187.6% |
| 5Y | +119.6% | -99.3% | +218.9% | +167.5% |
| All | +222.2% | -97.1% | +319.3% | +279.0% |
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