-92.8%
LCID vs AEIS
+160.8%
-253.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.2% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -37.6% | -16.4% | -21.2% | -32.5% |
| 3M | -11.1% | -11.1% | +0.1% | -10.8% |
| 6M | -59.2% | -12.0% | -47.1% | -59.7% |
| YTD | -60.5% | +30.9% | -91.3% | -70.2% |
| 1Y | -78.5% | +74.3% | -152.8% | -86.8% |
| All | -92.8% | +160.8% | -253.7% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling