+134.6%
F vs LCID
-96.8%
+231.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -2.0% |
| 7D | +1.6% | +8.9% | -7.4% | +0.3% |
| 30D | +2.6% | -15.4% | +18.1% | +4.3% |
| 3M | -8.8% | -52.9% | +44.1% | -0.6% |
| 6M | +4.6% | -46.8% | +51.5% | +10.3% |
| YTD | -1.9% | -68.9% | +67.0% | +9.3% |
| 1Y | -0.8% | -81.7% | +80.9% | +17.7% |
| 3Y | +43.5% | -92.4% | +135.9% | +77.5% |
| 5Y | -12.1% | -99.2% | +87.2% | +29.6% |
| All | +134.6% | -96.8% | +231.4% | +197.3% |
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