-92.4%
LCID vs ALC
+2.3%
-94.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.1% | +12.5% | +11.7% |
| 7D | +8.9% | +4.9% | +4.1% | +5.8% |
| 30D | -15.4% | +19.0% | -34.4% | -23.8% |
| 3M | -52.9% | +7.8% | -60.6% | -55.2% |
| 6M | -46.8% | +14.6% | -61.4% | -51.2% |
| YTD | -68.9% | -4.4% | -64.4% | -68.2% |
| 1Y | -81.7% | +1.4% | -83.1% | -81.9% |
| 3Y | -92.4% | +2.5% | -94.9% | -92.8% |
| All | -92.4% | +2.3% | -94.6% | -92.8% |
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