+61.8%
KNX vs LCID
-97.1%
+159.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.2% | +12.5% | +3.9% |
| 7D | +9.2% | -10.2% | +19.4% | +9.9% |
| 30D | +0.9% | -10.2% | +11.1% | +1.3% |
| 3M | -12.7% | -54.1% | +41.4% | -8.5% |
| 6M | +7.3% | -53.8% | +61.1% | +11.2% |
| YTD | +23.1% | -72.0% | +95.1% | +31.2% |
| 1Y | +47.1% | -80.5% | +127.6% | +60.4% |
| 3Y | +33.3% | -92.6% | +125.8% | +49.8% |
| 5Y | +12.1% | -99.3% | +111.4% | +33.9% |
| All | +61.8% | -97.1% | +159.0% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling