-90.8%
LCID vs EFV
+91.3%
-182.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +8.9% | -1.0% | +9.9% | +10.9% |
| 30D | +6.8% | +3.1% | +3.8% | +2.5% |
| 3M | -45.2% | -1.2% | -44.0% | -43.8% |
| 6M | -39.1% | +5.6% | -44.8% | -43.4% |
| YTD | -65.3% | +15.8% | -81.1% | -71.9% |
| 1Y | -78.4% | +20.0% | -98.4% | -83.4% |
| All | -90.8% | +91.3% | -182.1% | -96.9% |
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