-95.3%
LCID vs EFV
+156.0%
-251.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.9% |
| 7D | -6.6% | +1.5% | -8.1% | -8.3% |
| 30D | -30.1% | +1.7% | -31.9% | -31.6% |
| 3M | -17.6% | +8.6% | -26.2% | -25.4% |
| 6M | -54.4% | +11.7% | -66.1% | -60.2% |
| YTD | -55.7% | +19.3% | -75.0% | -64.2% |
| 1Y | -71.0% | +30.2% | -101.2% | -78.8% |
| 3Y | -92.6% | +91.6% | -184.2% | -96.5% |
| 5Y | -97.6% | +96.4% | -194.0% | -98.9% |
| All | -95.3% | +156.0% | -251.2% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling