+135.3%
JPM vs LCID
-99.3%
+234.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.2% | +10.2% | +1.5% |
| 7D | +3.5% | -10.2% | +13.7% | +4.1% |
| 30D | +3.3% | -10.2% | +13.4% | +3.6% |
| 3M | -4.2% | -54.1% | +49.9% | -0.1% |
| 6M | +16.4% | -53.8% | +70.2% | +19.9% |
| YTD | +9.5% | -72.0% | +81.6% | +16.2% |
| 1Y | +14.0% | -80.5% | +94.5% | +23.8% |
| 3Y | +153.1% | -92.6% | +245.6% | +182.1% |
| All | +135.3% | -99.3% | +234.6% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling