-97.8%
LCID vs DVA
+41.6%
-139.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.6% | -9.4% | -8.2% |
| 7D | -9.3% | +2.0% | -11.4% | -9.8% |
| 30D | -35.4% | -0.4% | -35.0% | -35.4% |
| 3M | -17.1% | -7.7% | -9.4% | -14.9% |
| 6M | -58.9% | +20.0% | -78.9% | -60.7% |
| YTD | -59.6% | +61.1% | -120.7% | -64.8% |
| 1Y | -78.0% | +33.9% | -111.8% | -79.8% |
| 3Y | -92.7% | +91.5% | -184.2% | -93.7% |
| 5Y | -97.8% | +41.8% | -139.6% | -98.0% |
| All | -97.8% | +41.6% | -139.5% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling