+200.3%
EWT vs LCID
-92.3%
+292.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +1.6% | +1.8% | -0.1% | +1.5% |
| 30D | +8.2% | -34.2% | +42.4% | +11.7% |
| 3M | +11.1% | -9.1% | +20.2% | +10.1% |
| 6M | +60.4% | -52.6% | +113.1% | +67.3% |
| YTD | +75.6% | -56.2% | +131.8% | +83.5% |
| 1Y | +91.3% | -74.9% | +166.2% | +108.0% |
| 3Y | +200.3% | -92.1% | +292.4% | +245.6% |
| All | +200.3% | -92.3% | +292.6% | +245.6% |
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