-95.3%
LCID vs ABCL
-81.3%
-14.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -6.6% | +0.7% | -7.3% | -6.8% |
| 30D | -30.1% | +93.1% | -123.2% | -46.1% |
| 3M | -17.6% | +79.4% | -97.0% | -35.5% |
| 6M | -54.4% | +214.9% | -269.3% | -71.0% |
| YTD | -55.7% | +234.2% | -289.9% | -72.8% |
| 1Y | -71.0% | +174.8% | -245.8% | -81.3% |
| 3Y | -92.6% | +104.5% | -197.1% | -95.2% |
| 5Y | -97.6% | -39.0% | -58.6% | -98.0% |
| All | -95.3% | -81.3% | -14.0% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling