+235.4%
KEYS vs LCID
-95.9%
+331.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | +0.9% | -9.1% | +10.1% | +1.8% |
| 30D | -5.3% | -37.6% | +32.4% | -1.0% |
| 3M | +0.5% | -11.1% | +11.6% | -0.1% |
| 6M | +14.0% | -59.2% | +73.2% | +21.9% |
| YTD | +60.3% | -60.5% | +120.7% | +71.2% |
| 1Y | +91.3% | -78.5% | +169.8% | +116.1% |
| 3Y | +146.1% | -92.8% | +239.0% | +192.7% |
| 5Y | +80.8% | -97.9% | +178.7% | +132.6% |
| All | +235.4% | -95.9% | +331.3% | +336.8% |
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