-92.6%
LCID vs DAR
+33.7%
-126.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.4% | -9.6% |
| 7D | -10.2% | +11.6% | -21.7% | -13.8% |
| 30D | -10.2% | -10.2% | +0.1% | -7.2% |
| 3M | -54.1% | -14.8% | -39.3% | -51.9% |
| 6M | -53.8% | -10.1% | -43.7% | -52.9% |
| YTD | -72.0% | +55.5% | -127.6% | -77.7% |
| 1Y | -80.5% | +61.7% | -142.2% | -84.7% |
| 3Y | -92.6% | +37.2% | -129.7% | -93.5% |
| All | -92.6% | +33.7% | -126.2% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling