-57.2%
JD vs LCID
-97.1%
+39.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.2% | +10.7% | +2.8% |
| 7D | -4.1% | -10.2% | +6.1% | -3.0% |
| 30D | +4.6% | -10.2% | +14.8% | +5.3% |
| 3M | -4.7% | -54.1% | +49.4% | +5.0% |
| 6M | -17.4% | -53.8% | +36.4% | -11.3% |
| YTD | +0.7% | -72.0% | +72.8% | +14.9% |
| 1Y | -5.9% | -80.5% | +74.6% | +13.1% |
| 3Y | +18.9% | -92.6% | +111.4% | +52.7% |
| 5Y | -62.9% | -99.3% | +36.4% | -38.1% |
| All | -57.2% | -97.1% | +39.9% | -30.6% |
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