-97.0%
LCID vs AMP
+264.8%
-361.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -10.1% |
| 7D | -10.2% | +3.9% | -14.1% | -12.6% |
| 30D | -10.2% | +5.1% | -15.3% | -13.1% |
| 3M | -54.1% | -8.7% | -45.4% | -50.8% |
| 6M | -53.8% | +11.4% | -65.2% | -57.6% |
| YTD | -72.0% | +7.3% | -79.4% | -73.6% |
| 1Y | -80.5% | +14.6% | -95.1% | -82.4% |
| 3Y | -92.6% | +61.2% | -153.8% | -95.0% |
| 5Y | -99.3% | +81.0% | -180.4% | -99.6% |
| All | -97.0% | +264.8% | -361.8% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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