+212.7%
KEEL vs LCID
-93.0%
+305.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.6% |
| 7D | +2.7% | -9.1% | +11.8% | +5.8% |
| 30D | +4.6% | -37.6% | +42.2% | +21.5% |
| 3M | -34.5% | -11.1% | -23.4% | -36.6% |
| 6M | +59.3% | -59.2% | +118.4% | +101.9% |
| YTD | +46.4% | -60.5% | +106.8% | +88.4% |
| 1Y | +96.6% | -78.5% | +175.1% | +210.1% |
| All | +212.7% | -93.0% | +305.7% | +585.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling