-6.3%
KMB vs LCID
-96.4%
+90.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -1.7% |
| 7D | +0.1% | +8.9% | -8.8% | 0.0% |
| 30D | +10.2% | +6.8% | +3.4% | +10.2% |
| 3M | +1.5% | -45.2% | +46.7% | +1.4% |
| 6M | +16.6% | -39.1% | +55.8% | +16.6% |
| YTD | +12.1% | -65.3% | +77.3% | +12.0% |
| 1Y | +11.1% | -78.4% | +89.5% | +11.1% |
| 3Y | +1.9% | -90.3% | +92.3% | +1.8% |
| 5Y | -1.3% | -99.2% | +97.9% | -3.1% |
| All | -6.3% | -96.4% | +90.1% | -8.1% |
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