+90.1%
KO vs LCID
-92.2%
+182.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +1.8% |
| 7D | +3.7% | -10.2% | +13.9% | +3.7% |
| 30D | +8.1% | -10.2% | +18.3% | +8.1% |
| 3M | +14.2% | -54.1% | +68.3% | +14.2% |
| 6M | +25.2% | -53.8% | +79.0% | +25.3% |
| YTD | +44.7% | -72.0% | +116.8% | +45.0% |
| 1Y | +43.4% | -80.5% | +123.9% | +43.9% |
| 3Y | +90.1% | -92.6% | +182.6% | +92.3% |
| All | +90.1% | -92.2% | +182.2% | +92.3% |
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