-96.7%
LCID vs ES
+7.9%
-104.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.0% |
| 7D | +8.9% | +1.9% | +7.1% | +8.4% |
| 30D | -15.4% | +7.1% | -22.5% | -16.8% |
| 3M | -52.9% | -1.9% | -50.9% | -52.8% |
| 6M | -46.8% | +4.4% | -51.2% | -47.7% |
| YTD | -68.9% | +7.3% | -76.2% | -69.7% |
| 1Y | -81.7% | +2.1% | -83.8% | -82.0% |
| 3Y | -92.4% | +41.8% | -134.2% | -93.1% |
| 5Y | -99.2% | +1.4% | -100.7% | -99.3% |
| All | -96.7% | +7.9% | -104.6% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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