+167.0%
IBM vs LCID
-96.5%
+263.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | 0.0% |
| 7D | -2.5% | +20.0% | -22.5% | -3.4% |
| 30D | +8.4% | -5.0% | +13.4% | +8.4% |
| 3M | +4.5% | -48.9% | +53.3% | +7.2% |
| 6M | +7.9% | -43.2% | +51.1% | +9.7% |
| YTD | -15.2% | -65.9% | +50.7% | -12.7% |
| 1Y | -17.6% | -79.2% | +61.6% | -14.3% |
| 3Y | +82.1% | -90.4% | +172.5% | +90.1% |
| 5Y | +143.3% | -99.2% | +242.5% | +150.6% |
| All | +167.0% | -96.5% | +263.5% | +214.7% |
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