+120.8%
EXPE vs LCID
-92.2%
+212.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | -0.3% |
| 7D | -0.5% | -10.2% | +9.7% | +0.3% |
| 30D | -6.1% | -10.2% | +4.1% | -5.4% |
| 3M | -21.3% | -54.1% | +32.8% | -16.4% |
| 6M | +19.0% | -53.8% | +72.8% | +24.6% |
| YTD | -8.4% | -72.0% | +63.6% | -0.5% |
| 1Y | -2.8% | -80.5% | +77.7% | +9.0% |
| 3Y | +120.8% | -92.6% | +213.3% | +164.0% |
| All | +120.8% | -92.2% | +212.9% | +164.0% |
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