+222.1%
EXPE vs LCID
-95.4%
+317.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -9.5% | -6.6% | -2.9% | -8.9% |
| 30D | -6.6% | -30.1% | +23.5% | -3.2% |
| 3M | +31.4% | -17.6% | +49.0% | +31.6% |
| 6M | +35.2% | -54.4% | +89.6% | +43.5% |
| YTD | +5.8% | -55.7% | +61.5% | +12.1% |
| 1Y | +38.7% | -71.0% | +109.7% | +53.2% |
| 3Y | +175.8% | -92.6% | +268.4% | +235.7% |
| 5Y | +111.8% | -97.6% | +209.4% | +182.8% |
| All | +222.1% | -95.4% | +317.6% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling