-96.3%
LCID vs AMBA
+15.4%
-111.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -4.1% |
| 7D | +8.9% | +2.6% | +6.3% | +8.1% |
| 30D | +6.8% | -3.6% | +10.4% | +8.6% |
| 3M | -45.2% | -24.6% | -20.6% | -38.6% |
| 6M | -39.1% | -21.6% | -17.5% | -37.7% |
| YTD | -65.3% | -11.8% | -53.5% | -66.8% |
| 1Y | -78.4% | -33.2% | -45.2% | -76.9% |
| 3Y | -90.3% | +24.5% | -114.8% | -92.9% |
| 5Y | -99.2% | -67.7% | -31.5% | -99.1% |
| All | -96.3% | +15.4% | -111.6% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling