+72.4%
KNX vs LCID
-95.9%
+168.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.6% | -9.8% | +4.2% | -4.9% |
| 30D | -4.4% | -35.5% | +31.1% | -1.7% |
| 3M | -17.3% | -18.4% | +1.1% | -17.1% |
| 6M | +22.6% | -60.5% | +83.1% | +28.7% |
| YTD | +31.1% | -60.1% | +91.2% | +37.1% |
| 1Y | +60.2% | -78.8% | +139.0% | +74.2% |
| 3Y | +35.8% | -92.8% | +128.5% | +52.7% |
| 5Y | +38.9% | -97.9% | +136.8% | +62.4% |
| All | +72.4% | -95.9% | +168.3% | +95.0% |
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