+232.9%
KMI vs LCID
-95.9%
+328.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -2.1% | -9.1% | +7.1% | -1.8% |
| 30D | -1.7% | -37.6% | +35.9% | -0.5% |
| 3M | -1.9% | -11.1% | +9.2% | -2.3% |
| 6M | -4.3% | -59.2% | +54.8% | -2.5% |
| YTD | +15.8% | -60.5% | +76.3% | +18.0% |
| 1Y | +17.6% | -78.5% | +96.1% | +22.1% |
| 3Y | +113.1% | -92.8% | +206.0% | +125.3% |
| 5Y | +154.0% | -97.9% | +251.9% | +175.0% |
| All | +232.9% | -95.9% | +328.8% | +251.1% |
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