+309.0%
JPM vs LCID
-96.4%
+405.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.5% |
| 7D | -2.5% | +8.9% | -11.4% | -2.9% |
| 30D | +2.7% | +6.8% | -4.1% | +2.2% |
| 3M | -4.7% | -45.2% | +40.5% | -2.2% |
| 6M | +15.6% | -39.1% | +54.7% | +16.8% |
| YTD | +8.6% | -65.3% | +73.9% | +12.8% |
| 1Y | +10.9% | -78.4% | +89.3% | +17.8% |
| 3Y | +149.9% | -90.3% | +240.3% | +168.8% |
| 5Y | +131.9% | -99.2% | +231.1% | +168.2% |
| All | +309.0% | -96.4% | +405.4% | +363.1% |
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