Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • EWZ vs LCID✓SelectedUSD · LCIDEWZ vs LCID performance historyLatest closeAs of-0.71%09/04
Stock and ETF performance explorer

EWZ vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+44.7%
LCID return
-92.6%
Excess return
+137.3%
Maximum drawdown
-31.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-0.7%+1.7%-2.4%-0.8%
7D+6.5%-6.6%+13.1%+7.0%
30D+4.8%-30.1%+35.0%+7.3%
3M+9.9%-17.6%+27.5%+9.8%
6M+1.9%-54.4%+56.4%+6.5%
YTD+20.3%-55.7%+76.0%+25.5%
1Y+35.6%-71.0%+106.7%+45.4%
All+44.7%-92.6%+137.3%+78.1%

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