-25.9%
ILMN vs LCID
-96.4%
+70.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.6% |
| 7D | -6.0% | +8.9% | -14.9% | -7.2% |
| 30D | -23.0% | +6.8% | -29.9% | -24.0% |
| 3M | +10.4% | -45.2% | +55.6% | +18.8% |
| 6M | +49.4% | -39.1% | +88.6% | +54.6% |
| YTD | +62.3% | -65.3% | +127.6% | +79.3% |
| 1Y | +73.7% | -78.4% | +152.1% | +104.7% |
| 3Y | +122.5% | -90.3% | +212.9% | +173.9% |
| 5Y | -43.2% | -99.2% | +56.0% | -11.7% |
| All | -25.9% | -96.4% | +70.5% | +15.5% |
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