+46.5%
IT vs LCID
-97.1%
+143.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.3% |
| 7D | +1.1% | -10.2% | +11.3% | +1.6% |
| 30D | -1.8% | -10.2% | +8.3% | -1.5% |
| 3M | +4.8% | -54.1% | +58.9% | +9.5% |
| 6M | +33.0% | -53.8% | +86.8% | +37.6% |
| YTD | -23.8% | -72.0% | +48.2% | -19.1% |
| 1Y | -16.5% | -80.5% | +64.0% | -9.6% |
| 3Y | -53.6% | -92.6% | +38.9% | -48.6% |
| 5Y | -42.1% | -99.3% | +57.2% | -30.4% |
| All | +46.5% | -97.1% | +143.7% | +82.1% |
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