+40.4%
EXC vs LCID
-99.3%
+139.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.2% | +10.6% | +1.4% |
| 7D | +1.4% | -10.2% | +11.6% | +1.4% |
| 30D | +8.6% | -10.2% | +18.8% | +8.6% |
| 3M | +2.4% | -54.1% | +56.5% | +2.8% |
| 6M | +6.5% | -53.8% | +60.2% | +6.8% |
| YTD | +9.0% | -72.0% | +81.1% | +10.0% |
| 1Y | +4.6% | -80.5% | +85.1% | +6.0% |
| 3Y | +33.5% | -92.6% | +126.0% | +35.9% |
| All | +40.4% | -99.3% | +139.8% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling