-95.3%
LCID vs ALM
+1,292.0%
-1,387.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | -6.6% | -2.6% | -4.0% | -6.3% |
| 30D | -30.1% | +32.0% | -62.2% | -32.7% |
| 3M | -17.6% | -15.0% | -2.6% | -16.9% |
| 6M | -54.4% | -10.1% | -44.3% | -55.0% |
| YTD | -55.7% | +99.4% | -155.2% | -61.0% |
| 1Y | -71.0% | +316.4% | -387.4% | -77.0% |
| 3Y | -92.6% | +2,022.0% | -2,114.6% | -96.0% |
| 5Y | -97.6% | +941.2% | -1,038.8% | -98.6% |
| All | -95.3% | +1,292.0% | -1,387.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling