-95.3%
LCID vs DAR
+89.3%
-184.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.4% |
| 7D | +1.8% | -0.9% | +2.6% | +2.1% |
| 30D | -34.2% | +13.0% | -47.2% | -38.3% |
| 3M | -9.1% | +15.0% | -24.1% | -16.1% |
| 6M | -52.6% | +26.8% | -79.4% | -58.5% |
| YTD | -56.2% | +86.4% | -142.6% | -68.2% |
| 1Y | -74.9% | +115.1% | -190.0% | -83.2% |
| 3Y | -92.1% | +14.6% | -106.7% | -93.0% |
| 5Y | -97.6% | -8.8% | -88.8% | -97.6% |
| All | -95.3% | +89.3% | -184.6% | -95.7% |
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