-95.7%
LCID vs EQH
+217.2%
-312.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.8% |
| 7D | -9.3% | +1.1% | -10.4% | -10.1% |
| 30D | -35.4% | -1.1% | -34.3% | -35.2% |
| 3M | -17.1% | +25.0% | -42.1% | -27.6% |
| 6M | -58.9% | +33.9% | -92.8% | -66.1% |
| YTD | -59.6% | +11.6% | -71.2% | -62.7% |
| 1Y | -78.0% | +1.5% | -79.5% | -78.6% |
| 3Y | -92.7% | +96.7% | -189.4% | -95.5% |
| 5Y | -97.8% | +93.9% | -191.7% | -98.6% |
| All | -95.7% | +217.2% | -312.9% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling