-92.1%
LCID vs EFV
+92.7%
-184.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | 0.0% |
| 7D | +1.8% | +1.0% | +0.8% | +0.2% |
| 30D | -34.2% | +0.2% | -34.4% | -34.4% |
| 3M | -9.1% | +9.6% | -18.7% | -21.0% |
| 6M | -52.6% | +14.0% | -66.6% | -61.3% |
| YTD | -56.2% | +18.5% | -74.7% | -66.2% |
| 1Y | -74.9% | +27.9% | -102.8% | -82.6% |
| 3Y | -92.1% | +92.4% | -184.5% | -97.5% |
| All | -92.1% | +92.7% | -184.7% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling