-79.4%
LCID vs ESTC
+1.6%
-81.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.9% | +12.5% | +11.8% |
| 7D | -1.2% | -15.9% | +14.7% | +3.6% |
| 30D | -19.2% | -5.5% | -13.7% | -17.8% |
| 3M | -56.7% | +26.2% | -82.9% | -59.5% |
| 6M | -49.6% | +77.0% | -126.6% | -56.7% |
| YTD | -68.1% | +18.9% | -87.0% | -71.6% |
| 1Y | -79.4% | +1.3% | -80.7% | -81.6% |
| All | -79.4% | +1.6% | -81.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling