-55.5%
KWEB vs LCID
-95.5%
+40.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.5% |
| 7D | -1.3% | +1.8% | -3.0% | -1.5% |
| 30D | -11.5% | -34.2% | +22.7% | -6.5% |
| 3M | -2.9% | -9.1% | +6.2% | -4.0% |
| 6M | -14.6% | -52.6% | +38.0% | -8.2% |
| YTD | -25.5% | -56.2% | +30.7% | -19.5% |
| 1Y | -31.1% | -74.9% | +43.8% | -20.0% |
| 3Y | +3.0% | -92.1% | +95.0% | +30.8% |
| 5Y | -42.6% | -97.6% | +55.0% | -14.8% |
| All | -55.5% | -95.5% | +40.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling