-90.1%
LCID vs ALK
+23.9%
-114.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +24.8% | +12.9% | +11.9% | +19.5% |
| 30D | -0.5% | +5.5% | -6.1% | -2.4% |
| 3M | -43.0% | -12.1% | -30.9% | -40.2% |
| 6M | -40.5% | +1.7% | -42.3% | -40.9% |
| YTD | -64.3% | -17.4% | -46.9% | -62.2% |
| 1Y | -78.1% | -1.9% | -76.1% | -77.9% |
| 3Y | -90.1% | +21.2% | -111.3% | -91.3% |
| All | -90.1% | +23.9% | -114.0% | -91.3% |
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