+246.4%
KMI vs LCID
-97.1%
+343.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | -0.1% |
| 7D | +6.5% | -10.2% | +16.7% | +6.8% |
| 30D | -3.4% | -10.2% | +6.7% | -3.3% |
| 3M | +0.4% | -54.1% | +54.5% | +2.1% |
| 6M | -0.9% | -53.8% | +52.8% | +0.3% |
| YTD | +20.5% | -72.0% | +92.5% | +23.6% |
| 1Y | +23.2% | -80.5% | +103.7% | +27.8% |
| 3Y | +121.6% | -92.6% | +214.2% | +133.0% |
| 5Y | +149.1% | -99.3% | +248.4% | +172.3% |
| All | +246.4% | -97.1% | +343.5% | +267.8% |
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