-96.2%
LCID vs ABCL
-79.6%
-16.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +24.8% | +2.3% | +22.5% | +24.4% |
| 30D | -0.5% | -0.7% | +0.1% | -0.6% |
| 3M | -43.0% | +33.4% | -76.4% | -48.9% |
| 6M | -40.5% | +137.8% | -178.3% | -58.5% |
| YTD | -64.3% | +264.3% | -328.7% | -78.9% |
| 1Y | -78.1% | +209.2% | -287.2% | -86.2% |
| 3Y | -90.1% | +208.4% | -298.5% | -94.5% |
| 5Y | -99.1% | -11.9% | -87.2% | -99.3% |
| All | -96.2% | -79.6% | -16.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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