+83.1%
KEYS vs LCID
-97.8%
+180.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | +0.2% |
| 7D | +2.9% | -9.3% | +12.3% | +4.1% |
| 30D | -1.3% | -35.4% | +34.1% | +4.0% |
| 3M | -0.1% | -17.1% | +17.0% | -0.2% |
| 6M | +17.4% | -58.9% | +76.3% | +28.0% |
| YTD | +62.9% | -59.6% | +122.5% | +77.0% |
| 1Y | +95.7% | -78.0% | +173.7% | +129.1% |
| 3Y | +150.2% | -92.7% | +242.9% | +215.9% |
| 5Y | +83.1% | -97.8% | +180.9% | +165.5% |
| All | +83.1% | -97.8% | +180.9% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling