+1,237.1%
KEEL vs LCID
-95.9%
+1,333.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.4% |
| 7D | +2.9% | -9.8% | +12.7% | +6.7% |
| 30D | +0.8% | -35.5% | +36.3% | +18.3% |
| 3M | -35.3% | -18.4% | -17.0% | -35.3% |
| 6M | +59.4% | -60.5% | +119.9% | +106.8% |
| YTD | +51.9% | -60.1% | +112.0% | +97.2% |
| 1Y | +75.0% | -78.8% | +153.8% | +187.9% |
| 3Y | +224.5% | -92.8% | +317.3% | +578.8% |
| 5Y | -35.9% | -97.9% | +62.0% | +110.1% |
| All | +1,237.1% | -95.9% | +1,333.0% | +6,183.4% |
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 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