-95.3%
LCID vs ACM
+71.7%
-167.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | +1.8% | -0.3% | +2.0% | +2.0% |
| 30D | -34.2% | -12.9% | -21.3% | -28.2% |
| 3M | -9.1% | -6.4% | -2.8% | -5.5% |
| 6M | -52.6% | -29.2% | -23.4% | -39.9% |
| YTD | -56.2% | -29.9% | -26.3% | -44.7% |
| 1Y | -74.9% | -47.3% | -27.6% | -60.7% |
| 3Y | -92.1% | -19.6% | -72.5% | -91.2% |
| 5Y | -97.6% | +5.5% | -103.1% | -97.7% |
| All | -95.3% | +71.7% | -167.0% | -96.1% |
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