+237.0%
KEYS vs LCID
-95.4%
+332.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +2.3% | -6.6% | +8.8% | +2.9% |
| 30D | -2.6% | -30.1% | +27.5% | +0.7% |
| 3M | -4.6% | -17.6% | +13.0% | -4.5% |
| 6M | +8.7% | -54.4% | +63.2% | +15.1% |
| YTD | +61.0% | -55.7% | +116.8% | +70.2% |
| 1Y | +96.0% | -71.0% | +167.0% | +115.0% |
| 3Y | +144.4% | -92.6% | +237.0% | +189.5% |
| 5Y | +80.5% | -97.6% | +178.1% | +129.8% |
| All | +237.0% | -95.4% | +332.4% | +334.3% |
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