-90.1%
LCID vs ES
+46.6%
-136.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.7% |
| 7D | +24.8% | +0.9% | +24.0% | +24.3% |
| 30D | -0.5% | +5.9% | -6.4% | -2.5% |
| 3M | -43.0% | -1.0% | -41.9% | -43.0% |
| 6M | -40.5% | +7.2% | -47.7% | -42.5% |
| YTD | -64.3% | +7.0% | -71.3% | -65.7% |
| 1Y | -78.1% | +0.5% | -78.5% | -78.5% |
| 3Y | -90.1% | +48.7% | -138.7% | -92.0% |
| All | -90.1% | +46.6% | -136.6% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling