-9.6%
KMB vs LCID
-95.4%
+85.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -3.0% | -6.6% | +3.5% | -3.0% |
| 30D | -5.5% | -30.1% | +24.7% | -5.5% |
| 3M | +14.0% | -17.6% | +31.6% | +14.0% |
| 6M | +4.1% | -54.4% | +58.5% | +4.1% |
| YTD | +8.0% | -55.7% | +63.8% | +8.0% |
| 1Y | -13.7% | -71.0% | +57.3% | -13.7% |
| 3Y | -5.9% | -92.6% | +86.7% | -6.2% |
| 5Y | -8.6% | -97.6% | +89.0% | -8.4% |
| All | -9.6% | -95.4% | +85.8% | -11.4% |
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 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