-25.2%
ILMN vs LCID
-96.3%
+71.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -3.3% |
| 7D | -9.8% | +24.8% | -34.6% | -12.6% |
| 30D | -22.7% | -0.5% | -22.2% | -23.0% |
| 3M | +12.1% | -43.0% | +55.0% | +19.9% |
| 6M | +51.5% | -40.5% | +92.0% | +57.3% |
| YTD | +63.9% | -64.3% | +128.2% | +80.3% |
| 1Y | +76.6% | -78.1% | +154.6% | +107.7% |
| 3Y | +124.6% | -90.1% | +214.7% | +175.5% |
| 5Y | -42.7% | -99.1% | +56.4% | -11.9% |
| All | -25.2% | -96.3% | +71.1% | +16.2% |
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 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