-95.3%
LCID vs ESTC
-14.0%
-81.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.4% |
| 7D | +1.8% | -4.3% | +6.1% | +3.2% |
| 30D | -34.2% | +17.7% | -52.0% | -39.9% |
| 3M | -9.1% | +42.3% | -51.4% | -23.6% |
| 6M | -52.6% | +64.6% | -117.2% | -63.1% |
| YTD | -56.2% | +17.2% | -73.4% | -61.1% |
| 1Y | -74.9% | -4.2% | -70.7% | -76.0% |
| 3Y | -92.1% | +13.5% | -105.6% | -94.1% |
| 5Y | -97.6% | -45.5% | -52.0% | -97.6% |
| All | -95.3% | -14.0% | -81.3% | -95.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling