+179.3%
EXE vs LCID
-98.6%
+277.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -1.8% | +1.8% | -3.5% | -1.9% |
| 30D | +6.4% | -34.2% | +40.6% | +8.3% |
| 3M | +9.2% | -9.1% | +18.4% | +8.6% |
| 6M | -7.0% | -52.6% | +45.6% | -4.6% |
| YTD | -9.5% | -56.2% | +46.7% | -7.0% |
| 1Y | +6.2% | -74.9% | +81.1% | +12.1% |
| 3Y | +20.7% | -92.1% | +112.8% | +31.7% |
| 5Y | +103.6% | -97.6% | +201.2% | +128.3% |
| All | +179.3% | -98.6% | +277.8% | +213.9% |
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