-95.8%
LCID vs AEE
+61.3%
-157.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -9.1% | -0.7% | -8.5% | -9.1% |
| 30D | -37.6% | -2.0% | -35.6% | -37.5% |
| 3M | -11.1% | -2.8% | -8.2% | -11.2% |
| 6M | -59.2% | -3.6% | -55.6% | -59.2% |
| YTD | -60.5% | +7.3% | -67.8% | -61.3% |
| 1Y | -78.5% | +8.7% | -87.2% | -79.0% |
| 3Y | -92.8% | +46.0% | -138.9% | -93.5% |
| 5Y | -97.9% | +39.8% | -137.7% | -98.1% |
| All | -95.8% | +61.3% | -157.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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