-95.3%
LCID vs ALM
+1,414.8%
-1,510.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -2.2% |
| 7D | +1.8% | +8.4% | -6.7% | +0.7% |
| 30D | -34.2% | +34.8% | -69.1% | -36.9% |
| 3M | -9.1% | +16.2% | -25.4% | -12.1% |
| 6M | -52.6% | +2.1% | -54.7% | -54.1% |
| YTD | -56.2% | +117.0% | -173.2% | -61.9% |
| 1Y | -74.9% | +313.9% | -388.7% | -80.1% |
| 3Y | -92.1% | +2,327.9% | -2,420.0% | -95.8% |
| 5Y | -97.6% | +1,040.6% | -1,138.2% | -98.6% |
| All | -95.3% | +1,414.8% | -1,510.1% | -97.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling