-92.7%
LCID vs DTE
+47.2%
-139.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -6.9% | -7.4% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -35.4% | -0.5% | -34.9% | -35.3% |
| 3M | -17.1% | -6.0% | -11.1% | -15.5% |
| 6M | -58.9% | -7.2% | -51.7% | -58.0% |
| YTD | -59.6% | +7.2% | -66.8% | -63.0% |
| 1Y | -78.0% | +4.1% | -82.0% | -79.3% |
| All | -92.7% | +47.2% | -139.9% | -95.4% |
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