-97.0%
LCID vs DTE
+74.3%
-171.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.3% |
| 7D | -10.2% | +3.4% | -13.6% | -11.1% |
| 30D | -10.2% | +8.9% | -19.1% | -12.3% |
| 3M | -54.1% | +1.1% | -55.2% | -54.3% |
| 6M | -53.8% | +0.1% | -53.8% | -54.2% |
| YTD | -72.0% | +11.1% | -83.1% | -73.4% |
| 1Y | -80.5% | +4.9% | -85.5% | -81.1% |
| 3Y | -92.6% | +58.6% | -151.1% | -93.6% |
| 5Y | -99.3% | +47.3% | -146.6% | -99.4% |
| All | -97.0% | +74.3% | -171.3% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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