+360.1%
GOOGL vs LCID
-95.8%
+455.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.7% |
| 7D | -1.9% | -9.3% | +7.5% | -1.2% |
| 30D | -7.5% | -35.4% | +27.9% | -4.5% |
| 3M | -9.2% | -17.1% | +7.9% | -9.0% |
| 6M | +8.1% | -58.9% | +67.0% | +13.6% |
| YTD | +5.8% | -59.6% | +65.4% | +10.9% |
| 1Y | +38.3% | -78.0% | +116.3% | +51.0% |
| 3Y | +144.8% | -92.7% | +237.4% | +178.8% |
| 5Y | +132.5% | -97.8% | +230.4% | +184.3% |
| All | +360.1% | -95.8% | +455.9% | +523.9% |
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 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