+8.0%
EXE vs LCID
-93.0%
+101.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.1% |
| 7D | -6.6% | +8.9% | -15.5% | -6.8% |
| 30D | -4.0% | -15.4% | +11.4% | -3.7% |
| 3M | -7.5% | -52.9% | +45.4% | -5.7% |
| 6M | -11.7% | -46.8% | +35.2% | -10.8% |
| YTD | -22.0% | -68.9% | +46.9% | -19.6% |
| 1Y | -21.8% | -81.7% | +59.9% | -17.5% |
| 3Y | +8.0% | -92.4% | +100.4% | +17.8% |
| All | +8.0% | -93.0% | +101.0% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling