+123.4%
GOOGL vs LCID
-90.9%
+214.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.4% | -8.2% | +0.6% |
| 7D | +3.3% | +20.0% | -16.7% | +2.0% |
| 30D | -18.1% | -5.0% | -13.0% | -18.0% |
| 3M | -18.6% | -48.9% | +30.2% | -15.8% |
| 6M | -28.0% | -43.2% | +15.2% | -26.6% |
| YTD | -7.8% | -65.9% | +58.2% | -4.1% |
| 1Y | +3.6% | -79.2% | +82.8% | +10.0% |
| 3Y | +123.4% | -90.4% | +213.8% | +137.0% |
| All | +123.4% | -90.9% | +214.3% | +137.0% |
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