-95.7%
LCID vs DVA
+100.8%
-196.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -9.8% | -1.3% | -8.5% | -9.7% |
| 30D | -35.5% | 0.0% | -35.5% | -35.5% |
| 3M | -18.4% | -10.9% | -7.4% | -16.6% |
| 6M | -60.5% | +17.3% | -77.8% | -61.0% |
| YTD | -60.1% | +59.8% | -119.9% | -62.4% |
| 1Y | -78.8% | +36.3% | -115.1% | -79.6% |
| 3Y | -92.8% | +88.6% | -181.4% | -92.9% |
| 5Y | -97.9% | +47.5% | -145.4% | -98.3% |
| All | -95.7% | +100.8% | -196.6% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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