+132.5%
IR vs LCID
-96.8%
+229.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | +0.6% |
| 7D | +3.7% | +8.9% | -5.3% | +2.8% |
| 30D | +7.4% | -15.4% | +22.9% | +8.5% |
| 3M | -5.9% | -52.9% | +46.9% | -0.5% |
| 6M | +5.6% | -46.8% | +52.4% | +9.0% |
| YTD | +4.8% | -68.9% | +73.7% | +12.6% |
| 1Y | +6.9% | -81.7% | +88.6% | +19.6% |
| 3Y | +27.6% | -92.4% | +119.9% | +46.6% |
| 5Y | +45.8% | -99.2% | +145.0% | +81.2% |
| All | +132.5% | -96.8% | +229.3% | +179.4% |
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 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