+171.1%
IBM vs LCID
-96.4%
+267.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.6% |
| 7D | -1.7% | +8.9% | -10.6% | -2.2% |
| 30D | +10.1% | +6.8% | +3.3% | +9.6% |
| 3M | +4.8% | -45.2% | +50.1% | +7.3% |
| 6M | +12.6% | -39.1% | +51.7% | +14.2% |
| YTD | -13.9% | -65.3% | +51.4% | -11.4% |
| 1Y | -18.7% | -78.4% | +59.7% | -15.6% |
| 3Y | +81.9% | -90.3% | +172.2% | +89.8% |
| 5Y | +148.3% | -99.2% | +247.5% | +155.4% |
| All | +171.1% | -96.4% | +267.6% | +219.3% |
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