-99.3%
LCID vs ESTC
-52.1%
-47.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.8% |
| 7D | -10.2% | +2.4% | -12.6% | -11.1% |
| 30D | -10.2% | -4.2% | -5.9% | -8.3% |
| 3M | -54.1% | +2.5% | -56.6% | -55.1% |
| 6M | -53.8% | +81.5% | -135.2% | -65.1% |
| YTD | -72.0% | +16.8% | -88.9% | -75.0% |
| 1Y | -80.5% | -3.5% | -77.1% | -81.2% |
| 3Y | -92.6% | +17.7% | -110.3% | -94.5% |
| All | -99.3% | -52.1% | -47.3% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling