+206.6%
KEYS vs LCID
-97.1%
+303.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.2% | +7.1% | -1.3% |
| 7D | +9.4% | -10.2% | +19.6% | +10.4% |
| 30D | -16.8% | -10.2% | -6.6% | -16.3% |
| 3M | -15.9% | -54.1% | +38.2% | -9.9% |
| 6M | -17.6% | -53.8% | +36.2% | -13.3% |
| YTD | +46.5% | -72.0% | +118.5% | +61.0% |
| 1Y | +66.9% | -80.5% | +147.4% | +89.7% |
| 3Y | +141.4% | -92.6% | +233.9% | +186.9% |
| 5Y | +59.5% | -99.3% | +158.8% | +112.8% |
| All | +206.6% | -97.1% | +303.7% | +310.7% |
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