-97.0%
LCID vs EFV
+149.1%
-246.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.7% |
| 7D | -10.2% | +2.5% | -12.7% | -12.9% |
| 30D | -10.2% | +2.9% | -13.1% | -13.0% |
| 3M | -54.1% | -1.4% | -52.7% | -53.0% |
| 6M | -53.8% | +5.5% | -59.3% | -56.4% |
| YTD | -72.0% | +16.1% | -88.1% | -76.5% |
| 1Y | -80.5% | +20.3% | -100.8% | -84.3% |
| 3Y | -92.6% | +90.4% | -183.0% | -96.5% |
| 5Y | -99.3% | +93.5% | -192.8% | -99.7% |
| All | -97.0% | +149.1% | -246.1% | -98.6% |
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