+119.3%
KMI vs LCID
-90.3%
+209.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.3% |
| 7D | +0.2% | +8.9% | -8.7% | +0.2% |
| 30D | -3.7% | +6.8% | -10.5% | -3.7% |
| 3M | +1.2% | -45.2% | +46.5% | +1.9% |
| 6M | -0.3% | -39.1% | +38.9% | -0.1% |
| YTD | +19.2% | -65.3% | +84.5% | +21.1% |
| 1Y | +21.7% | -78.4% | +100.1% | +25.1% |
| All | +119.3% | -90.3% | +209.6% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling