+34.0%
KR vs LCID
-93.0%
+127.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | -2.7% | -9.1% | +6.5% | -2.9% |
| 30D | +1.9% | -37.6% | +39.6% | +1.0% |
| 3M | -11.0% | -11.1% | 0.0% | -10.7% |
| 6M | -20.2% | -59.2% | +39.0% | -20.9% |
| YTD | -7.3% | -60.5% | +53.2% | -8.0% |
| 1Y | -13.1% | -78.5% | +65.4% | -14.5% |
| All | +34.0% | -93.0% | +127.0% | +34.5% |
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 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