-51.4%
ILMN vs LCID
-97.6%
+46.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | +1.2% | -6.6% | +7.8% | +2.2% |
| 30D | +9.2% | -30.1% | +39.3% | +15.0% |
| 3M | +29.8% | -17.6% | +47.5% | +29.8% |
| 6M | +69.2% | -54.4% | +123.6% | +85.1% |
| YTD | +66.4% | -55.7% | +122.1% | +80.9% |
| 1Y | +123.4% | -71.0% | +194.4% | +159.0% |
| 3Y | +33.2% | -92.6% | +125.8% | +79.4% |
| All | -51.4% | -97.6% | +46.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling