-56.8%
KWEB vs LCID
-95.9%
+39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -5.6% | -9.8% | +4.3% | -4.2% |
| 30D | -10.7% | -35.5% | +24.8% | -5.4% |
| 3M | -7.4% | -18.4% | +11.0% | -7.0% |
| 6M | -19.3% | -60.5% | +41.2% | -11.0% |
| YTD | -27.8% | -60.1% | +32.3% | -21.0% |
| 1Y | -35.9% | -78.8% | +42.9% | -23.9% |
| 3Y | -1.9% | -92.8% | +90.8% | +26.1% |
| 5Y | -43.2% | -97.9% | +54.7% | -14.4% |
| All | -56.8% | -95.9% | +39.0% | -26.7% |
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