-55.4%
JD vs LCID
-96.8%
+41.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.8% | +0.2% |
| 7D | +13.4% | +8.9% | +4.4% | +11.7% |
| 30D | +7.7% | -15.4% | +23.1% | +9.6% |
| 3M | -11.3% | -52.9% | +41.6% | -2.3% |
| 6M | -5.1% | -46.8% | +41.7% | +0.1% |
| YTD | +5.0% | -68.9% | +73.9% | +18.5% |
| 1Y | -5.6% | -81.7% | +76.0% | +14.9% |
| 3Y | +17.8% | -92.4% | +110.2% | +51.4% |
| 5Y | -57.2% | -99.2% | +42.0% | -29.6% |
| All | -55.4% | -96.8% | +41.4% | -28.5% |
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