-95.3%
LCID vs ESTC
-10.7%
-84.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.6% |
| 7D | -6.6% | -8.1% | +1.5% | -3.6% |
| 30D | -30.1% | +31.7% | -61.8% | -39.1% |
| 3M | -17.6% | +41.1% | -58.7% | -30.3% |
| 6M | -54.4% | +77.1% | -131.5% | -65.6% |
| YTD | -55.7% | +21.7% | -77.4% | -61.3% |
| 1Y | -71.0% | +8.4% | -79.4% | -73.7% |
| 3Y | -92.6% | +23.6% | -116.3% | -94.7% |
| 5Y | -97.6% | -46.5% | -51.1% | -97.7% |
| All | -95.3% | -10.7% | -84.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling