+93.9%
ILMN vs LCID
-79.4%
+173.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.6% | -16.5% | -5.8% |
| 7D | -21.6% | -1.2% | -20.4% | -21.5% |
| 30D | -22.9% | -19.2% | -3.7% | -21.6% |
| 3M | +11.6% | -56.7% | +68.3% | +18.4% |
| 6M | +62.5% | -49.6% | +112.2% | +70.6% |
| YTD | +72.7% | -68.1% | +140.8% | +88.8% |
| 1Y | +93.9% | -79.4% | +173.3% | +132.2% |
| All | +93.9% | -79.4% | +173.2% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling