-96.2%
LCID vs DAR
+45.5%
-141.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.5% |
| 7D | +24.8% | -3.8% | +28.7% | +27.0% |
| 30D | -0.5% | -14.4% | +13.9% | +5.9% |
| 3M | -43.0% | -17.9% | -25.0% | -38.6% |
| 6M | -40.5% | -18.3% | -22.2% | -36.5% |
| YTD | -64.3% | +43.2% | -107.6% | -71.1% |
| 1Y | -78.1% | +57.7% | -135.8% | -83.0% |
| 3Y | -90.1% | +22.7% | -112.8% | -91.8% |
| 5Y | -99.1% | -34.0% | -65.0% | -99.0% |
| All | -96.2% | +45.5% | -141.7% | -96.0% |
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