-90.8%
LCID vs EVRG
+103.1%
-193.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +8.9% | +2.5% | +6.4% | +8.6% |
| 30D | +6.8% | +8.4% | -1.6% | +5.6% |
| 3M | -45.2% | +8.6% | -53.8% | -45.9% |
| 6M | -39.1% | +7.7% | -46.8% | -40.4% |
| YTD | -65.3% | +25.0% | -90.2% | -68.4% |
| 1Y | -78.4% | +18.7% | -97.1% | -79.8% |
| All | -90.8% | +103.1% | -193.8% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling