-92.6%
LCID vs DTE
+57.1%
-149.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.4% |
| 7D | -10.2% | +3.4% | -13.6% | -11.7% |
| 30D | -10.2% | +8.9% | -19.1% | -13.6% |
| 3M | -54.1% | +1.1% | -55.2% | -54.4% |
| 6M | -53.8% | +0.1% | -53.8% | -54.6% |
| YTD | -72.0% | +11.1% | -83.1% | -74.8% |
| 1Y | -80.5% | +4.9% | -85.5% | -81.7% |
| 3Y | -92.6% | +58.6% | -151.1% | -95.6% |
| All | -92.6% | +57.1% | -149.7% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling