+153.4%
EXE vs LCID
-99.1%
+252.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.2% |
| 7D | +5.3% | -10.2% | +15.5% | +5.7% |
| 30D | -2.2% | -10.2% | +8.0% | -2.0% |
| 3M | -5.9% | -54.1% | +48.2% | -3.0% |
| 6M | -5.7% | -53.8% | +48.0% | -3.7% |
| YTD | -17.8% | -72.0% | +54.2% | -14.2% |
| 1Y | -23.1% | -80.5% | +57.4% | -18.3% |
| 3Y | +21.2% | -92.6% | +113.7% | +31.7% |
| 5Y | +78.8% | -99.3% | +178.1% | +108.6% |
| All | +153.4% | -99.1% | +252.5% | +189.6% |
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 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