+82.2%
IBM vs LCID
-92.2%
+174.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.2% | +10.2% | +1.9% |
| 7D | +1.6% | -10.2% | +11.7% | +2.4% |
| 30D | +9.2% | -10.2% | +19.4% | +9.8% |
| 3M | +4.9% | -54.1% | +59.0% | +12.2% |
| 6M | +16.8% | -53.8% | +70.5% | +23.4% |
| YTD | -14.3% | -72.0% | +57.8% | -6.7% |
| 1Y | -16.7% | -80.5% | +63.8% | -7.8% |
| 3Y | +82.2% | -92.6% | +174.8% | +108.1% |
| All | +82.2% | -92.2% | +174.4% | +108.1% |
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