-56.6%
JD vs LCID
-96.3%
+39.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -0.9% |
| 7D | +5.2% | +24.8% | -19.6% | +1.6% |
| 30D | +4.5% | -0.5% | +5.0% | +3.9% |
| 3M | -15.4% | -43.0% | +27.5% | -9.4% |
| 6M | -6.0% | -40.5% | +34.5% | -2.5% |
| YTD | +2.2% | -64.3% | +66.5% | +12.9% |
| 1Y | -6.7% | -78.1% | +71.4% | +10.6% |
| 3Y | +20.5% | -90.1% | +110.6% | +48.9% |
| 5Y | -58.4% | -99.1% | +40.6% | -33.1% |
| All | -56.6% | -96.3% | +39.7% | -31.8% |
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