-95.8%
LCID vs EFV
+151.2%
-247.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | -9.1% | -2.0% | -7.1% | -6.7% |
| 30D | -37.6% | -0.2% | -37.4% | -37.4% |
| 3M | -11.1% | +9.1% | -20.2% | -20.1% |
| 6M | -59.2% | +11.7% | -70.9% | -64.3% |
| YTD | -60.5% | +17.0% | -77.5% | -67.2% |
| 1Y | -78.5% | +26.7% | -105.2% | -83.7% |
| 3Y | -92.8% | +90.2% | -183.0% | -96.6% |
| 5Y | -97.9% | +96.1% | -194.0% | -99.1% |
| All | -95.8% | +151.2% | -247.0% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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