+95.9%
JBL vs LCID
-90.0%
+185.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.6% |
| 7D | -8.1% | +24.8% | -32.9% | -10.2% |
| 30D | -18.4% | -0.5% | -17.9% | -18.7% |
| 3M | -25.8% | -43.0% | +17.2% | -21.9% |
| 6M | -29.6% | -40.5% | +10.9% | -27.4% |
| YTD | +9.6% | -64.3% | +74.0% | +18.8% |
| 1Y | +14.1% | -78.1% | +92.1% | +30.1% |
| 3Y | +95.9% | -90.1% | +186.0% | +147.2% |
| All | +95.9% | -90.0% | +185.9% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling