-92.4%
LCID vs ABCL
+156.0%
-248.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.7% | +8.4% |
| 7D | +8.9% | -3.2% | +12.1% | +10.0% |
| 30D | -15.4% | -7.4% | -8.0% | -13.8% |
| 3M | -52.9% | +81.9% | -134.8% | -62.4% |
| 6M | -46.8% | +135.7% | -182.6% | -61.9% |
| YTD | -68.9% | +247.4% | -316.2% | -80.7% |
| 1Y | -81.7% | +162.3% | -243.9% | -87.7% |
| 3Y | -92.4% | +165.5% | -257.9% | -95.1% |
| All | -92.4% | +156.0% | -248.4% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling