+62.9%
KO vs LCID
-93.0%
+155.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.9% |
| YTD | +27.3% | -60.5% | +87.8% | +27.9% |
| 1Y | +33.2% | -78.5% | +111.7% | +34.5% |
| All | +62.9% | -93.0% | +155.9% | +74.1% |
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