-40.2%
IT vs LCID
-97.6%
+57.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -4.8% |
| 7D | -6.0% | -6.6% | +0.6% | -5.5% |
| 30D | 0.0% | -30.1% | +30.2% | +2.9% |
| 3M | +13.1% | -17.6% | +30.7% | +13.3% |
| 6M | +11.7% | -54.4% | +66.1% | +17.3% |
| YTD | -26.1% | -55.7% | +29.6% | -22.5% |
| 1Y | -21.3% | -71.0% | +49.8% | -14.7% |
| 3Y | -46.7% | -92.6% | +45.9% | -37.7% |
| All | -40.2% | -97.6% | +57.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling