+952.8%
KLAC vs LCID
-95.9%
+1,048.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | +2.5% | -9.1% | +11.6% | +3.8% |
| 30D | -11.5% | -37.6% | +26.1% | -5.9% |
| 3M | -16.9% | -11.1% | -5.9% | -17.5% |
| 6M | +22.2% | -59.2% | +81.4% | +34.1% |
| YTD | +46.4% | -60.5% | +106.8% | +60.5% |
| 1Y | +91.0% | -78.5% | +169.5% | +126.3% |
| 3Y | +264.6% | -92.8% | +357.4% | +366.9% |
| 5Y | +430.6% | -97.9% | +528.5% | +673.0% |
| All | +952.8% | -95.9% | +1,048.7% | +1,323.4% |
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