-6.6%
KMB vs LCID
-96.8%
+90.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.9% |
| 7D | +0.5% | +8.9% | -8.5% | +0.4% |
| 30D | +12.4% | -15.4% | +27.8% | +12.4% |
| 3M | +1.0% | -52.9% | +53.9% | +1.0% |
| 6M | +12.1% | -46.8% | +59.0% | +12.1% |
| YTD | +11.6% | -68.9% | +80.5% | +11.6% |
| 1Y | +13.1% | -81.7% | +94.8% | +13.1% |
| 3Y | +1.6% | -92.4% | +94.0% | +1.4% |
| 5Y | -0.3% | -99.2% | +98.9% | -2.0% |
| All | -6.6% | -96.8% | +90.1% | -8.5% |
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 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