-99.2%
LCID vs ABCL
-12.4%
-86.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +24.8% | +2.3% | +22.5% | +24.3% |
| 30D | -0.5% | -0.7% | +0.1% | -0.6% |
| 3M | -43.0% | +33.4% | -76.4% | -49.9% |
| 6M | -40.5% | +137.8% | -178.3% | -61.2% |
| YTD | -64.3% | +264.3% | -328.7% | -81.0% |
| 1Y | -78.1% | +209.2% | -287.2% | -87.4% |
| 3Y | -90.1% | +208.4% | -298.5% | -95.2% |
| All | -99.2% | -12.4% | -86.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling