-96.4%
LCID vs ESTC
-12.2%
-84.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.6% | +7.4% |
| 7D | +20.0% | -1.2% | +21.2% | +21.0% |
| 30D | -5.0% | -8.1% | +3.1% | -1.1% |
| 3M | -48.9% | +20.2% | -69.0% | -53.4% |
| 6M | -43.2% | +72.7% | -116.0% | -56.1% |
| YTD | -65.9% | +19.6% | -85.6% | -69.8% |
| 1Y | -79.2% | +0.3% | -79.4% | -80.2% |
| 3Y | -90.4% | +22.8% | -113.2% | -93.0% |
| 5Y | -99.2% | -50.9% | -48.3% | -99.2% |
| All | -96.4% | -12.2% | -84.2% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling