-99.2%
LCID vs AEIS
+144.8%
-244.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +3.2% |
| 7D | +20.0% | +1.0% | +19.0% | +17.7% |
| 30D | -5.0% | -24.0% | +19.0% | +8.0% |
| 3M | -48.9% | -32.5% | -16.4% | -38.6% |
| 6M | -43.2% | -38.6% | -4.6% | -32.2% |
| YTD | -65.9% | +4.8% | -70.8% | -73.7% |
| 1Y | -79.2% | +1.3% | -80.5% | -83.5% |
| 3Y | -90.4% | +159.2% | -249.6% | -96.8% |
| 5Y | -99.2% | +140.8% | -240.0% | -99.7% |
| All | -99.2% | +144.8% | -244.0% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling