-95.7%
LCID vs EQH
+224.9%
-320.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.1% |
| 7D | -9.8% | +0.7% | -10.5% | -10.2% |
| 30D | -35.5% | +2.8% | -38.3% | -36.7% |
| 3M | -18.4% | +23.1% | -41.5% | -28.2% |
| 6M | -60.5% | +41.4% | -101.9% | -68.4% |
| YTD | -60.1% | +14.3% | -74.3% | -63.7% |
| 1Y | -78.8% | +1.6% | -80.4% | -79.4% |
| 3Y | -92.8% | +102.7% | -195.5% | -95.6% |
| 5Y | -97.9% | +104.5% | -202.4% | -98.7% |
| All | -95.7% | +224.9% | -320.6% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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