-96.7%
LCID vs ABCL
-80.5%
-16.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.7% | +8.2% |
| 7D | +8.9% | -3.2% | +12.1% | +10.1% |
| 30D | -15.4% | -7.4% | -8.0% | -13.7% |
| 3M | -52.9% | +81.9% | -134.8% | -63.2% |
| 6M | -46.8% | +135.7% | -182.6% | -62.8% |
| YTD | -68.9% | +247.4% | -316.2% | -81.3% |
| 1Y | -81.7% | +162.3% | -243.9% | -87.9% |
| 3Y | -92.4% | +165.5% | -257.9% | -95.5% |
| 5Y | -99.2% | -21.3% | -77.9% | -99.4% |
| All | -96.7% | -80.5% | -16.2% | -97.5% |
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