-95.3%
LCID vs ALC
+19.7%
-115.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.2% |
| 7D | +1.8% | -3.7% | +5.4% | +4.2% |
| 30D | -34.2% | -3.7% | -30.5% | -32.8% |
| 3M | -9.1% | +4.6% | -13.7% | -11.6% |
| 6M | -52.6% | -14.6% | -38.0% | -48.0% |
| YTD | -56.2% | -11.9% | -44.3% | -52.8% |
| 1Y | -74.9% | -13.1% | -61.7% | -72.7% |
| 3Y | -92.1% | -15.0% | -77.1% | -91.5% |
| 5Y | -97.6% | -16.2% | -81.4% | -97.4% |
| All | -95.3% | +19.7% | -115.0% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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