-96.2%
LCID vs ARWR
+5.4%
-101.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +24.8% | -17.7% | +42.5% | +31.9% |
| 30D | -0.5% | -21.9% | +21.4% | +7.1% |
| 3M | -43.0% | -44.5% | +1.6% | -31.9% |
| 6M | -40.5% | -32.6% | -7.9% | -33.8% |
| YTD | -64.3% | -26.2% | -38.1% | -61.9% |
| 1Y | -78.1% | +23.0% | -101.0% | -80.5% |
| 3Y | -90.1% | +81.8% | -171.8% | -93.2% |
| 5Y | -99.1% | -36.0% | -63.0% | -99.2% |
| All | -96.2% | +5.4% | -101.6% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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