-97.0%
LCID vs AEIS
+268.1%
-365.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.0% | -5.2% | -7.1% |
| 7D | -10.2% | +11.5% | -21.7% | -15.2% |
| 30D | -10.2% | -15.8% | +5.6% | -3.8% |
| 3M | -54.1% | -33.3% | -20.8% | -44.7% |
| 6M | -53.8% | -35.2% | -18.6% | -46.8% |
| YTD | -72.0% | +5.0% | -77.1% | -77.7% |
| 1Y | -80.5% | +8.5% | -89.0% | -84.8% |
| 3Y | -92.6% | +152.9% | -245.4% | -97.0% |
| 5Y | -99.3% | +144.6% | -244.0% | -99.7% |
| All | -97.0% | +268.1% | -365.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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