+31.7%
EXC vs LCID
-91.4%
+123.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.3% | +11.4% | -0.1% |
| 7D | -1.9% | +9.2% | -11.2% | -1.8% |
| 30D | +7.8% | -3.0% | +10.8% | +7.8% |
| 3M | +1.9% | -50.2% | +52.1% | +1.3% |
| 6M | +3.4% | -45.8% | +49.2% | +3.0% |
| YTD | +7.6% | -69.2% | +76.8% | +7.3% |
| 1Y | +2.1% | -80.4% | +82.5% | +1.9% |
| All | +31.7% | -91.4% | +123.1% | +30.8% |
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