+209.7%
EWY vs LCID
-95.9%
+305.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.0% |
| 7D | +1.2% | -9.1% | +10.4% | +1.9% |
| 30D | +9.3% | -37.6% | +46.9% | +13.1% |
| 3M | +2.4% | -11.1% | +13.5% | +2.0% |
| 6M | +40.3% | -59.2% | +99.5% | +47.7% |
| YTD | +88.0% | -60.5% | +148.5% | +97.8% |
| 1Y | +143.8% | -78.5% | +222.3% | +165.9% |
| 3Y | +217.8% | -92.8% | +310.6% | +258.8% |
| 5Y | +142.7% | -97.9% | +240.6% | +188.5% |
| All | +209.7% | -95.9% | +305.6% | +281.2% |
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