+1,297.0%
KEEL vs LCID
-95.5%
+1,392.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +7.9% |
| 7D | +21.5% | +1.8% | +19.7% | +20.6% |
| 30D | -3.9% | -34.2% | +30.4% | +12.2% |
| 3M | -34.1% | -9.1% | -25.0% | -36.7% |
| 6M | +82.8% | -52.6% | +135.5% | +121.6% |
| YTD | +58.7% | -56.2% | +114.9% | +99.3% |
| 1Y | +191.4% | -74.9% | +266.3% | +352.8% |
| 3Y | +205.7% | -92.1% | +297.8% | +518.7% |
| 5Y | -37.0% | -97.6% | +60.6% | +97.5% |
| All | +1,297.0% | -95.5% | +1,392.5% | +6,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling