-97.6%
LCID vs ALC
-16.0%
-81.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.3% |
| 7D | -6.6% | -2.1% | -4.5% | -5.2% |
| 30D | -30.1% | -0.1% | -30.1% | -30.4% |
| 3M | -17.6% | +5.9% | -23.5% | -20.8% |
| 6M | -54.4% | -15.9% | -38.5% | -48.9% |
| YTD | -55.7% | -10.1% | -45.6% | -52.6% |
| 1Y | -71.0% | -10.2% | -60.8% | -69.0% |
| 3Y | -92.6% | -13.6% | -79.1% | -92.2% |
| All | -97.6% | -16.0% | -81.7% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling