-96.7%
LCID vs EVRG
+115.0%
-211.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.1% | -11.2% | -11.3% |
| 7D | +9.2% | +1.0% | +8.2% | +9.0% |
| 30D | -3.0% | +7.5% | -10.5% | -4.5% |
| 3M | -50.2% | +6.8% | -57.1% | -51.0% |
| 6M | -45.8% | +7.7% | -53.6% | -47.1% |
| YTD | -69.2% | +24.9% | -94.1% | -71.4% |
| 1Y | -80.4% | +18.1% | -98.5% | -81.4% |
| 3Y | -91.4% | +101.9% | -193.3% | -93.3% |
| 5Y | -99.3% | +67.0% | -166.3% | -99.4% |
| All | -96.7% | +115.0% | -211.8% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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