-43.8%
ILMN vs LCID
-99.3%
+55.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.3% | +9.7% | +0.3% |
| 7D | +0.7% | +9.2% | -8.5% | -0.9% |
| 30D | -22.7% | -3.0% | -19.7% | -22.8% |
| 3M | +8.6% | -50.2% | +58.9% | +20.4% |
| 6M | +43.8% | -45.8% | +89.7% | +52.4% |
| YTD | +59.8% | -69.2% | +129.0% | +83.8% |
| 1Y | +71.8% | -80.4% | +152.2% | +113.7% |
| 3Y | +119.0% | -91.4% | +210.4% | +187.9% |
| 5Y | -43.8% | -99.3% | +55.4% | +12.4% |
| All | -43.8% | -99.3% | +55.4% | +12.4% |
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 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