+220.0%
EWY vs LCID
-95.4%
+315.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.5% |
| 7D | +4.8% | -6.6% | +11.4% | +5.3% |
| 30D | +11.7% | -30.1% | +41.8% | +14.6% |
| 3M | -7.4% | -17.6% | +10.2% | -7.1% |
| 6M | +40.6% | -54.4% | +95.0% | +46.8% |
| YTD | +94.3% | -55.7% | +150.0% | +102.8% |
| 1Y | +164.3% | -71.0% | +235.3% | +182.3% |
| 3Y | +221.0% | -92.6% | +313.6% | +261.4% |
| 5Y | +139.1% | -97.6% | +236.7% | +181.8% |
| All | +220.0% | -95.4% | +315.4% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling