+80.4%
IBM vs LCID
-93.0%
+173.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.9% |
| 7D | -5.0% | +8.9% | -13.9% | -5.9% |
| 30D | +11.1% | -15.4% | +26.5% | +12.5% |
| 3M | +5.7% | -52.9% | +58.6% | +12.9% |
| 6M | +10.1% | -46.8% | +57.0% | +15.1% |
| YTD | -15.6% | -68.9% | +53.3% | -9.0% |
| 1Y | -19.5% | -81.7% | +62.1% | -11.0% |
| 3Y | +80.4% | -92.4% | +172.8% | +103.6% |
| All | +80.4% | -93.0% | +173.4% | +103.6% |
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