-96.4%
LCID vs ES
+7.4%
-103.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +9.5% |
| 7D | +20.0% | -0.1% | +20.1% | +19.8% |
| 30D | -5.0% | +5.7% | -10.7% | -6.4% |
| 3M | -48.9% | -2.8% | -46.1% | -48.7% |
| 6M | -43.2% | +7.0% | -50.2% | -44.5% |
| YTD | -65.9% | +6.8% | -72.7% | -66.8% |
| 1Y | -79.2% | -0.5% | -78.7% | -79.4% |
| 3Y | -90.4% | +47.2% | -137.6% | -91.4% |
| 5Y | -99.2% | +2.3% | -101.5% | -99.3% |
| All | -96.4% | +7.4% | -103.7% | -96.5% |
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