-25.9%
ILMN vs LCID
-96.8%
+70.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.9% | +1.1% |
| 7D | -9.7% | +8.9% | -18.6% | -10.9% |
| 30D | -20.4% | -15.4% | -5.0% | -18.9% |
| 3M | +10.0% | -52.9% | +62.9% | +20.8% |
| 6M | +49.5% | -46.8% | +96.3% | +57.6% |
| YTD | +62.5% | -68.9% | +131.4% | +82.3% |
| 1Y | +76.0% | -81.7% | +157.7% | +112.3% |
| 3Y | +94.2% | -92.4% | +186.6% | +147.0% |
| 5Y | -46.3% | -99.2% | +52.9% | -15.8% |
| All | -25.9% | -96.8% | +70.9% | +17.4% |
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