-92.6%
LCID vs ALM
+909.2%
-1,001.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.7% | -16.9% | -10.2% |
| 7D | -10.2% | +1.2% | -11.4% | -10.4% |
| 30D | -10.2% | -19.3% | +9.2% | -7.9% |
| 3M | -54.1% | -40.6% | -13.5% | -51.3% |
| 6M | -53.8% | -57.9% | +4.2% | -49.3% |
| YTD | -72.0% | -6.7% | -65.3% | -72.8% |
| 1Y | -80.5% | +20.2% | -100.7% | -81.7% |
| 3Y | -92.6% | +879.4% | -972.0% | -96.3% |
| All | -92.6% | +909.2% | -1,001.8% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling