-78.4%
LCID vs ESTC
-5.7%
-72.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.9% | -2.6% | +11.5% | +10.0% |
| 30D | +6.8% | -8.6% | +15.4% | +9.9% |
| 3M | -45.2% | +14.4% | -59.6% | -47.3% |
| 6M | -39.1% | +73.3% | -112.4% | -47.8% |
| YTD | -65.3% | +15.7% | -81.0% | -68.8% |
| 1Y | -78.4% | -7.6% | -70.8% | -80.2% |
| All | -78.4% | -5.7% | -72.7% | -80.2% |
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