-97.0%
LCID vs ABCL
-81.2%
-15.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.8% |
| 7D | -10.2% | -3.3% | -6.9% | -9.0% |
| 30D | -10.2% | -7.1% | -3.1% | -8.1% |
| 3M | -54.1% | +4.7% | -58.9% | -55.3% |
| 6M | -53.8% | +140.9% | -194.6% | -67.8% |
| YTD | -72.0% | +236.0% | -308.0% | -83.0% |
| 1Y | -80.5% | +217.4% | -297.9% | -87.9% |
| 3Y | -92.6% | +188.7% | -281.3% | -95.8% |
| 5Y | -99.3% | -23.5% | -75.8% | -99.4% |
| All | -97.0% | -81.2% | -15.9% | -97.7% |
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