-56.5%
JD vs LCID
-96.5%
+40.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.4% | -11.9% | -3.8% |
| 7D | +7.9% | +20.0% | -12.1% | +4.8% |
| 30D | +4.8% | -5.0% | +9.8% | +4.8% |
| 3M | -13.9% | -48.9% | +34.9% | -6.4% |
| 6M | -5.8% | -43.2% | +37.4% | -1.6% |
| YTD | +2.4% | -65.9% | +68.4% | +13.9% |
| 1Y | -7.5% | -79.2% | +71.6% | +10.4% |
| 3Y | +20.9% | -90.4% | +111.3% | +50.0% |
| 5Y | -58.0% | -99.2% | +41.2% | -31.7% |
| All | -56.5% | -96.5% | +40.0% | -31.2% |
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