+29.4%
IT vs LCID
-95.8%
+125.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.2% |
| 7D | -9.1% | -9.3% | +0.2% | -8.6% |
| 30D | -12.2% | -35.4% | +23.2% | -9.8% |
| 3M | +7.8% | -17.1% | +24.9% | +8.0% |
| 6M | +2.0% | -58.9% | +60.9% | +6.4% |
| YTD | -32.7% | -59.6% | +26.9% | -29.9% |
| 1Y | -31.1% | -78.0% | +46.9% | -25.8% |
| 3Y | -52.1% | -92.7% | +40.6% | -46.7% |
| 5Y | -46.3% | -97.8% | +51.6% | -36.0% |
| All | +29.4% | -95.8% | +125.2% | +57.8% |
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