-95.3%
LCID vs AEIS
+370.7%
-466.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.4% |
| 7D | -6.6% | +3.0% | -9.5% | -8.1% |
| 30D | -30.1% | -14.6% | -15.5% | -24.0% |
| 3M | -17.6% | -12.4% | -5.2% | -16.3% |
| 6M | -54.4% | -15.0% | -39.5% | -54.2% |
| YTD | -55.7% | +34.3% | -90.0% | -68.1% |
| 1Y | -71.0% | +87.4% | -158.4% | -83.7% |
| 3Y | -92.6% | +139.8% | -232.4% | -96.7% |
| 5Y | -97.6% | +220.7% | -318.3% | -99.1% |
| All | -95.3% | +370.7% | -466.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling