+29.8%
INTC vs LCID
-96.3%
+126.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -2.7% |
| 7D | -4.0% | +24.8% | -28.8% | -6.5% |
| 30D | -44.5% | -0.5% | -44.0% | -44.5% |
| 3M | -40.4% | -43.0% | +2.6% | -36.7% |
| 6M | -53.5% | -40.5% | -12.9% | -51.7% |
| YTD | +57.5% | -64.3% | +121.9% | +72.2% |
| 1Y | +51.2% | -78.1% | +129.2% | +73.8% |
| 3Y | +51.6% | -90.1% | +141.7% | +80.5% |
| 5Y | +23.5% | -99.1% | +122.6% | +66.8% |
| All | +29.8% | -96.3% | +126.1% | +74.0% |
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