+265.8%
JCI vs LCID
-97.1%
+363.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.2% | +7.0% | -1.6% |
| 7D | +3.2% | -10.2% | +13.4% | +3.9% |
| 30D | -8.6% | -10.2% | +1.6% | -8.2% |
| 3M | -7.7% | -54.1% | +46.4% | -3.2% |
| 6M | -2.6% | -53.8% | +51.2% | +0.9% |
| YTD | +17.4% | -72.0% | +89.4% | +25.4% |
| 1Y | +16.9% | -80.5% | +97.4% | +28.2% |
| 3Y | +186.7% | -92.6% | +279.3% | +225.1% |
| 5Y | +95.4% | -99.3% | +194.7% | +142.7% |
| All | +265.8% | -97.1% | +363.0% | +354.4% |
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