+138.4%
IR vs LCID
-96.4%
+234.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.7% |
| 7D | +1.1% | +8.9% | -7.8% | +0.3% |
| 30D | +7.6% | +6.8% | +0.7% | +6.6% |
| 3M | +0.1% | -45.2% | +45.3% | +4.6% |
| 6M | +14.0% | -39.1% | +53.1% | +16.4% |
| YTD | +7.5% | -65.3% | +72.8% | +14.4% |
| 1Y | +10.1% | -78.4% | +88.5% | +21.5% |
| 3Y | +24.9% | -90.3% | +115.2% | +41.0% |
| 5Y | +46.9% | -99.2% | +146.0% | +80.9% |
| All | +138.4% | -96.4% | +234.8% | +183.9% |
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