-97.8%
LCID vs EFV
+95.4%
-193.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -6.9% | -6.5% |
| 7D | -9.3% | -0.5% | -8.8% | -8.6% |
| 30D | -35.4% | 0.0% | -35.4% | -35.4% |
| 3M | -17.1% | +8.4% | -25.5% | -26.1% |
| 6M | -58.9% | +12.3% | -71.3% | -65.3% |
| YTD | -59.6% | +17.4% | -77.0% | -67.9% |
| 1Y | -78.0% | +27.1% | -105.1% | -84.3% |
| 3Y | -92.7% | +90.7% | -183.4% | -97.1% |
| 5Y | -97.8% | +95.6% | -193.5% | -99.1% |
| All | -97.8% | +95.4% | -193.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling