-92.4%
LCID vs ESTC
+18.0%
-110.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.8% |
| 7D | +8.9% | -11.5% | +20.5% | +12.6% |
| 30D | -15.4% | -7.5% | -7.9% | -13.4% |
| 3M | -52.9% | +23.1% | -75.9% | -55.6% |
| 6M | -46.8% | +75.3% | -122.1% | -54.4% |
| YTD | -68.9% | +14.1% | -83.0% | -70.7% |
| 1Y | -81.7% | -0.6% | -81.1% | -82.2% |
| 3Y | -92.4% | +20.8% | -113.2% | -92.8% |
| All | -92.4% | +18.0% | -110.4% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling