-96.7%
LCID vs EFV
+148.2%
-244.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.1% | -11.2% | -11.1% |
| 7D | +9.2% | +0.7% | +8.5% | +8.2% |
| 30D | -3.0% | +2.0% | -5.0% | -4.9% |
| 3M | -50.2% | -1.6% | -48.6% | -48.9% |
| 6M | -45.8% | +5.8% | -51.6% | -49.0% |
| YTD | -69.2% | +15.6% | -84.8% | -74.0% |
| 1Y | -80.4% | +19.0% | -99.3% | -83.9% |
| 3Y | -91.4% | +90.7% | -182.1% | -95.9% |
| 5Y | -99.3% | +92.8% | -192.0% | -99.7% |
| All | -96.7% | +148.2% | -244.9% | -98.5% |
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