+196.8%
EXPE vs LCID
-95.5%
+292.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.8% |
| 7D | -9.8% | +1.8% | -11.5% | -9.9% |
| 30D | -11.5% | -34.2% | +22.7% | -7.7% |
| 3M | +21.7% | -9.1% | +30.8% | +20.7% |
| 6M | +10.4% | -52.6% | +63.0% | +16.8% |
| YTD | -2.5% | -56.2% | +53.7% | +3.4% |
| 1Y | +27.3% | -74.9% | +102.2% | +43.1% |
| 3Y | +153.5% | -92.1% | +245.6% | +205.9% |
| 5Y | +91.1% | -97.6% | +188.6% | +155.1% |
| All | +196.8% | -95.5% | +292.2% | +349.1% |
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