-2.6%
KWEB vs LCID
-93.0%
+90.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -4.3% | -9.1% | +4.8% | -3.3% |
| 30D | -13.0% | -37.6% | +24.6% | -8.5% |
| 3M | -7.6% | -11.1% | +3.5% | -8.3% |
| 6M | -21.1% | -59.2% | +38.0% | -14.8% |
| YTD | -28.2% | -60.5% | +32.2% | -22.5% |
| 1Y | -34.9% | -78.5% | +43.6% | -25.0% |
| All | -2.6% | -93.0% | +90.4% | +22.1% |
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