-95.3%
LCID vs ACM
+73.1%
-168.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -6.6% | -3.7% | -2.8% | -3.9% |
| 30D | -30.1% | -11.1% | -19.0% | -24.9% |
| 3M | -17.6% | -8.0% | -9.6% | -13.1% |
| 6M | -54.4% | -29.7% | -24.8% | -41.9% |
| YTD | -55.7% | -29.4% | -26.4% | -44.4% |
| 1Y | -71.0% | -46.4% | -24.6% | -55.2% |
| 3Y | -92.6% | -22.3% | -70.3% | -91.6% |
| 5Y | -97.6% | +4.5% | -102.1% | -97.8% |
| All | -95.3% | +73.1% | -168.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling