-96.4%
LCID vs DAR
+48.2%
-144.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.8% | +7.3% |
| 7D | +20.0% | -2.8% | +22.8% | +21.6% |
| 30D | -5.0% | -12.8% | +7.8% | +0.4% |
| 3M | -48.9% | -11.6% | -37.3% | -46.9% |
| 6M | -43.2% | -16.8% | -26.4% | -39.8% |
| YTD | -65.9% | +45.9% | -111.9% | -72.6% |
| 1Y | -79.2% | +61.5% | -140.6% | -84.1% |
| 3Y | -90.4% | +23.0% | -113.4% | -92.0% |
| 5Y | -99.2% | -35.8% | -63.4% | -99.1% |
| All | -96.4% | +48.2% | -144.5% | -96.3% |
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