-92.6%
LCID vs ALC
-13.3%
-79.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.1% |
| 7D | -6.6% | -2.1% | -4.5% | -5.3% |
| 30D | -30.1% | -0.1% | -30.1% | -30.4% |
| 3M | -17.6% | +5.9% | -23.5% | -20.5% |
| 6M | -54.4% | -15.9% | -38.5% | -49.3% |
| YTD | -55.7% | -10.1% | -45.6% | -52.8% |
| 1Y | -71.0% | -10.2% | -60.8% | -69.1% |
| All | -92.6% | -13.3% | -79.3% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling