+230.2%
EWY vs LCID
-92.3%
+322.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.6% |
| 7D | +8.0% | +1.8% | +6.3% | +7.9% |
| 30D | +14.3% | -34.2% | +48.6% | +18.6% |
| 3M | +2.3% | -9.1% | +11.4% | +1.5% |
| 6M | +49.9% | -52.6% | +102.5% | +57.5% |
| YTD | +95.3% | -56.2% | +151.5% | +105.8% |
| 1Y | +161.7% | -74.9% | +236.6% | +185.1% |
| 3Y | +230.2% | -92.1% | +322.2% | +271.2% |
| All | +230.2% | -92.3% | +322.4% | +271.2% |
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 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