-99.3%
LCID vs ALC
-9.1%
-90.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.4% | -11.5% |
| 7D | -10.2% | -1.1% | -9.1% | -9.7% |
| 30D | -10.2% | +16.0% | -26.2% | -19.1% |
| 3M | -54.1% | +0.8% | -54.9% | -54.6% |
| 6M | -53.8% | +16.8% | -70.6% | -58.8% |
| YTD | -72.0% | -5.5% | -66.6% | -71.2% |
| 1Y | -80.5% | -5.3% | -75.3% | -79.9% |
| 3Y | -92.6% | +4.1% | -96.6% | -93.3% |
| All | -99.3% | -9.1% | -90.2% | -99.3% |
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