-56.7%
JD vs LCID
-95.4%
+38.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.6% |
| 7D | -1.7% | -6.6% | +4.9% | -0.7% |
| 30D | -13.2% | -30.1% | +17.0% | -8.8% |
| 3M | -3.2% | -17.6% | +14.4% | -3.1% |
| 6M | +15.2% | -54.4% | +69.7% | +24.9% |
| YTD | +2.0% | -55.7% | +57.7% | +10.3% |
| 1Y | -5.4% | -71.0% | +65.7% | +8.4% |
| 3Y | -9.1% | -92.6% | +83.5% | +18.8% |
| 5Y | -59.6% | -97.6% | +38.0% | -39.4% |
| All | -56.7% | -95.4% | +38.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling