-79.4%
LCID vs ALM
+44.8%
-124.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.2% | +10.4% | +11.4% |
| 7D | -1.2% | -6.4% | +5.2% | -0.2% |
| 30D | -19.2% | -35.0% | +15.8% | -14.1% |
| 3M | -56.7% | -33.8% | -22.9% | -54.2% |
| 6M | -49.6% | -55.0% | +5.4% | -44.6% |
| YTD | -68.1% | -0.2% | -67.9% | -72.0% |
| 1Y | -79.4% | +41.8% | -121.2% | -83.7% |
| All | -79.4% | +44.8% | -124.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling