-95.3%
LCID vs DTE
+68.3%
-163.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | -6.6% | +0.2% | -6.7% | -6.6% |
| 30D | -30.1% | -2.6% | -27.6% | -29.6% |
| 3M | -17.6% | -3.9% | -13.7% | -17.3% |
| 6M | -54.4% | -7.9% | -46.5% | -53.7% |
| YTD | -55.7% | +7.2% | -62.9% | -57.5% |
| 1Y | -71.0% | +3.1% | -74.1% | -71.7% |
| 3Y | -92.6% | +47.6% | -140.2% | -93.6% |
| 5Y | -97.6% | +32.7% | -130.3% | -97.9% |
| All | -95.3% | +68.3% | -163.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling