-23.2%
ILMN vs LCID
-96.5%
+73.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +2.3% |
| 7D | -2.6% | +20.0% | -22.6% | -5.1% |
| 30D | -20.6% | -5.0% | -15.6% | -20.4% |
| 3M | +17.5% | -48.9% | +66.3% | +27.5% |
| 6M | +55.6% | -43.2% | +98.8% | +62.6% |
| YTD | +68.3% | -65.9% | +134.3% | +86.5% |
| 1Y | +81.1% | -79.2% | +160.3% | +114.6% |
| 3Y | +112.2% | -90.4% | +202.6% | +161.5% |
| 5Y | -42.6% | -99.2% | +56.6% | -10.6% |
| All | -23.2% | -96.5% | +73.3% | +20.2% |
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