+151.2%
KEYS vs LCID
-92.2%
+243.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +4.4% | +1.8% | +2.7% | +4.2% |
| 30D | -2.2% | -34.2% | +32.0% | +2.7% |
| 3M | +0.5% | -9.1% | +9.7% | -0.7% |
| 6M | +22.4% | -52.6% | +75.0% | +31.7% |
| YTD | +64.1% | -56.2% | +120.3% | +77.5% |
| 1Y | +97.0% | -74.9% | +171.8% | +128.5% |
| All | +151.2% | -92.2% | +243.4% | +223.9% |
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