-92.4%
LCID vs ALK
+16.0%
-108.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.2% |
| 7D | +8.9% | +9.0% | -0.1% | +5.5% |
| 30D | -15.4% | -1.6% | -13.8% | -14.8% |
| 3M | -52.9% | -23.2% | -29.7% | -48.0% |
| 6M | -46.8% | -3.9% | -43.0% | -46.0% |
| YTD | -68.9% | -22.6% | -46.3% | -66.2% |
| 1Y | -81.7% | -5.3% | -76.4% | -81.2% |
| 3Y | -92.4% | +18.6% | -111.0% | -93.2% |
| All | -92.4% | +16.0% | -108.3% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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