+125.9%
EXC vs LCID
-96.5%
+222.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | 0.0% |
| 7D | -1.7% | +20.0% | -21.7% | -1.9% |
| 30D | +9.3% | -5.0% | +14.3% | +9.3% |
| 3M | +1.0% | -48.9% | +49.9% | +1.4% |
| 6M | +5.9% | -43.2% | +49.2% | +6.2% |
| YTD | +7.6% | -65.9% | +73.6% | +8.4% |
| 1Y | +2.4% | -79.2% | +81.6% | +3.7% |
| 3Y | +30.2% | -90.4% | +120.7% | +32.1% |
| 5Y | +41.4% | -99.2% | +140.6% | +46.2% |
| All | +125.9% | -96.5% | +222.4% | +137.2% |
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