+37.4%
KNX vs LCID
-92.8%
+130.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -2.2% |
| 7D | +2.3% | -9.3% | +11.7% | +3.2% |
| 30D | +0.5% | -35.4% | +35.9% | +4.0% |
| 3M | -14.1% | -17.1% | +2.9% | -14.1% |
| 6M | +19.8% | -58.9% | +78.7% | +27.6% |
| YTD | +32.7% | -59.6% | +92.3% | +40.9% |
| 1Y | +62.3% | -78.0% | +140.3% | +81.7% |
| All | +37.4% | -92.8% | +130.2% | +68.8% |
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 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