-92.4%
LCID vs ALM
+825.4%
-917.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.1% | +8.3% | +10.1% |
| 7D | +8.9% | -6.7% | +15.6% | +10.0% |
| 30D | -15.4% | -32.9% | +17.5% | -11.1% |
| 3M | -52.9% | -39.5% | -13.4% | -50.0% |
| 6M | -46.8% | -62.0% | +15.1% | -41.2% |
| YTD | -68.9% | -7.8% | -61.0% | -69.7% |
| 1Y | -81.7% | +26.7% | -108.4% | -82.8% |
| 3Y | -92.4% | +825.4% | -917.7% | -96.2% |
| All | -92.4% | +825.4% | -917.7% | -96.2% |
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