-96.7%
LCID vs ACM
+74.4%
-171.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.4% |
| 7D | +8.9% | +5.4% | +3.6% | +5.2% |
| 30D | -15.4% | +15.1% | -30.5% | -23.4% |
| 3M | -52.9% | -10.5% | -42.4% | -49.4% |
| 6M | -46.8% | -19.7% | -27.2% | -38.5% |
| YTD | -68.9% | -28.8% | -40.0% | -61.0% |
| 1Y | -81.7% | -47.9% | -33.8% | -70.9% |
| 3Y | -92.4% | -12.4% | -80.0% | -92.1% |
| 5Y | -99.2% | +0.6% | -99.8% | -99.3% |
| All | -96.7% | +74.4% | -171.1% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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