-96.4%
LCID vs ACM
+83.5%
-179.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.2% | +5.6% |
| 7D | +20.0% | +6.9% | +13.1% | +14.9% |
| 30D | -5.0% | +19.1% | -24.1% | -15.9% |
| 3M | -48.9% | -6.9% | -41.9% | -46.5% |
| 6M | -43.2% | -12.0% | -31.2% | -38.5% |
| YTD | -65.9% | -25.1% | -40.8% | -58.9% |
| 1Y | -79.2% | -45.4% | -33.8% | -68.0% |
| 3Y | -90.4% | -6.9% | -83.5% | -90.4% |
| 5Y | -99.2% | +3.7% | -102.9% | -99.3% |
| All | -96.4% | +83.5% | -179.8% | -97.1% |
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