-96.3%
LCID vs DAR
+52.8%
-149.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.7% | -4.9% |
| 7D | +8.9% | +3.6% | +5.3% | +7.2% |
| 30D | +6.8% | -11.3% | +18.1% | +11.9% |
| 3M | -45.2% | -13.1% | -32.1% | -42.5% |
| 6M | -39.1% | -15.1% | -24.0% | -36.1% |
| YTD | -65.3% | +50.5% | -115.8% | -72.5% |
| 1Y | -78.4% | +57.9% | -136.3% | -83.3% |
| 3Y | -90.3% | +28.9% | -119.3% | -92.2% |
| 5Y | -99.2% | -31.4% | -67.7% | -99.1% |
| All | -96.3% | +52.8% | -149.1% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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