+116.0%
EXC vs LCID
-95.4%
+211.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | +0.3% | -6.6% | +6.9% | +0.3% |
| 30D | -3.7% | -30.1% | +26.4% | -3.5% |
| 3M | -1.3% | -17.6% | +16.3% | -1.3% |
| 6M | -9.7% | -54.4% | +44.7% | -9.2% |
| YTD | +2.9% | -55.7% | +58.6% | +3.5% |
| 1Y | +4.4% | -71.0% | +75.4% | +5.4% |
| 3Y | +22.2% | -92.6% | +114.9% | +24.8% |
| 5Y | +46.7% | -97.6% | +144.3% | +50.5% |
| All | +116.0% | -95.4% | +211.4% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling