+43.8%
EXC vs LCID
-99.2%
+143.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -2.0% |
| 7D | -1.2% | +8.9% | -10.1% | -1.2% |
| 30D | +10.0% | -15.4% | +25.4% | +10.0% |
| 3M | +1.6% | -52.9% | +54.5% | +2.0% |
| 6M | +3.3% | -46.8% | +50.1% | +3.5% |
| YTD | +7.6% | -68.9% | +76.4% | +8.4% |
| 1Y | +3.5% | -81.7% | +85.1% | +5.0% |
| 3Y | +27.7% | -92.4% | +120.0% | +30.1% |
| All | +43.8% | -99.2% | +143.1% | +48.6% |
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