-3.3%
INFY vs LCID
-95.5%
+92.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.8% |
| 7D | -7.2% | +1.8% | -9.0% | -7.3% |
| 30D | -11.2% | -34.2% | +23.1% | -9.1% |
| 3M | -7.4% | -9.1% | +1.7% | -7.7% |
| 6M | -21.3% | -52.6% | +31.4% | -18.8% |
| YTD | -36.2% | -56.2% | +20.0% | -34.1% |
| 1Y | -31.3% | -74.9% | +43.6% | -27.1% |
| 3Y | -31.1% | -92.1% | +61.0% | -24.4% |
| 5Y | -44.9% | -97.6% | +52.7% | -36.2% |
| All | -3.3% | -95.5% | +92.2% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling