+281.9%
KLAC vs LCID
-92.2%
+374.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +7.1% |
| 7D | +5.7% | -6.6% | +12.3% | +6.6% |
| 30D | -3.6% | -30.1% | +26.5% | +0.7% |
| 3M | -12.8% | -17.6% | +4.8% | -12.5% |
| 6M | +26.1% | -54.4% | +80.5% | +36.6% |
| YTD | +53.3% | -55.7% | +109.0% | +65.9% |
| 1Y | +113.7% | -71.0% | +184.7% | +143.0% |
| All | +281.9% | -92.2% | +374.1% | +371.5% |
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 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