-92.1%
LCID vs EVRG
+72.7%
-164.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.2% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | -34.2% | -0.5% | -33.7% | -34.2% |
| 3M | -9.1% | +1.5% | -10.6% | -10.5% |
| 6M | -52.6% | +1.2% | -53.8% | -53.5% |
| YTD | -56.2% | +16.3% | -72.5% | -60.0% |
| 1Y | -74.9% | +20.3% | -95.2% | -77.5% |
| 3Y | -92.1% | +72.3% | -164.4% | -95.3% |
| All | -92.1% | +72.7% | -164.8% | -95.3% |
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