-57.9%
JD vs LCID
-96.8%
+38.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.3% | +10.0% | +0.3% |
| 7D | -4.0% | +9.2% | -13.2% | -5.4% |
| 30D | +2.7% | -3.0% | +5.6% | +2.3% |
| 3M | -13.0% | -50.2% | +37.2% | -5.1% |
| 6M | -12.7% | -45.8% | +33.1% | -8.3% |
| YTD | -0.8% | -69.2% | +68.4% | +11.8% |
| 1Y | -8.9% | -80.4% | +71.5% | +9.5% |
| 3Y | +17.0% | -91.4% | +108.5% | +47.5% |
| 5Y | -63.5% | -99.3% | +35.8% | -39.8% |
| All | -57.9% | -96.8% | +38.9% | -32.5% |
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 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