+53.0%
KDP vs LCID
-96.8%
+149.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -0.8% |
| 7D | +2.2% | +8.9% | -6.7% | +2.1% |
| 30D | +19.9% | -15.4% | +35.4% | +20.1% |
| 3M | +21.5% | -52.9% | +74.4% | +22.4% |
| 6M | +30.1% | -46.8% | +77.0% | +30.7% |
| YTD | +34.9% | -68.9% | +103.8% | +36.2% |
| 1Y | +43.4% | -81.7% | +125.1% | +45.6% |
| 3Y | +29.1% | -92.4% | +121.5% | +31.5% |
| 5Y | +15.0% | -99.2% | +114.2% | +18.5% |
| All | +53.0% | -96.8% | +149.7% | +64.5% |
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