-95.7%
LCID vs EVRG
+97.9%
-193.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.5% | -7.5% |
| 7D | -9.3% | +0.6% | -9.9% | -9.4% |
| 30D | -35.4% | -0.2% | -35.2% | -35.4% |
| 3M | -17.1% | -0.5% | -16.6% | -17.5% |
| 6M | -58.9% | +0.2% | -59.1% | -59.4% |
| YTD | -59.6% | +14.9% | -74.5% | -61.8% |
| 1Y | -78.0% | +18.2% | -96.2% | -79.4% |
| 3Y | -92.7% | +70.2% | -162.9% | -94.1% |
| 5Y | -97.8% | +45.3% | -143.2% | -98.3% |
| All | -95.7% | +97.9% | -193.6% | -96.0% |
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