+136.2%
KORU vs LCID
-92.2%
+228.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.2% | +3.8% | -2.6% |
| 7D | +11.1% | -10.2% | +21.3% | +14.5% |
| 30D | -40.6% | -10.2% | -30.4% | -38.2% |
| 3M | -63.9% | -54.1% | -9.8% | -54.4% |
| 6M | -82.8% | -53.8% | -29.1% | -79.0% |
| YTD | -15.4% | -72.0% | +56.6% | +17.5% |
| 1Y | -3.3% | -80.5% | +77.3% | +43.4% |
| 3Y | +136.2% | -92.6% | +228.7% | +306.1% |
| All | +136.2% | -92.2% | +228.3% | +306.1% |
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