-99.3%
LCID vs ACM
+1.1%
-100.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.7% |
| 7D | -10.2% | +5.6% | -15.8% | -13.8% |
| 30D | -10.2% | +20.8% | -31.0% | -22.0% |
| 3M | -54.1% | +11.4% | -65.5% | -57.8% |
| 6M | -53.8% | +0.9% | -54.7% | -54.4% |
| YTD | -72.0% | -24.8% | -47.2% | -65.8% |
| 1Y | -80.5% | -46.4% | -34.1% | -68.1% |
| 3Y | -92.6% | -9.2% | -83.3% | -92.7% |
| All | -99.3% | +1.1% | -100.4% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling