+150.5%
GOOGL vs LCID
-92.3%
+242.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | -4.4% | -34.2% | +29.8% | -2.2% |
| 3M | -6.8% | -9.1% | +2.3% | -7.2% |
| 6M | +13.6% | -52.6% | +66.2% | +16.7% |
| YTD | +8.3% | -56.2% | +64.5% | +11.4% |
| 1Y | +44.9% | -74.9% | +119.8% | +52.8% |
| 3Y | +150.5% | -92.1% | +242.5% | +175.0% |
| All | +150.5% | -92.3% | +242.7% | +175.0% |
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