-95.8%
LCID vs AMP
+287.4%
-383.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -9.1% | -2.0% | -7.1% | -7.7% |
| 30D | -37.6% | -1.7% | -35.9% | -36.9% |
| 3M | -11.1% | +23.2% | -34.3% | -24.3% |
| 6M | -59.2% | +22.2% | -81.3% | -65.2% |
| YTD | -60.5% | +14.0% | -74.4% | -64.3% |
| 1Y | -78.5% | +14.0% | -92.5% | -80.6% |
| 3Y | -92.8% | +67.0% | -159.8% | -95.4% |
| 5Y | -97.9% | +123.2% | -221.1% | -98.8% |
| All | -95.8% | +287.4% | -383.2% | -97.8% |
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