+106.7%
KO vs LCID
-95.9%
+202.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | -1.1% | -9.1% | +8.0% | -1.1% |
| 30D | +1.6% | -37.6% | +39.2% | +1.7% |
| 3M | +5.8% | -11.1% | +16.8% | +5.8% |
| 6M | +14.3% | -59.2% | +73.5% | +14.6% |
| YTD | +27.3% | -60.5% | +87.8% | +27.6% |
| 1Y | +33.2% | -78.5% | +111.7% | +33.8% |
| 3Y | +64.5% | -92.8% | +157.3% | +65.5% |
| 5Y | +83.1% | -97.9% | +181.0% | +85.4% |
| All | +106.7% | -95.9% | +202.6% | +127.5% |
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