-97.6%
LCID vs EVRG
+49.3%
-146.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.4% |
| 7D | +1.8% | +0.9% | +0.9% | +1.4% |
| 30D | -34.2% | -0.5% | -33.7% | -34.2% |
| 3M | -9.1% | +1.5% | -10.6% | -10.6% |
| 6M | -52.6% | +1.2% | -53.8% | -53.6% |
| YTD | -56.2% | +16.3% | -72.5% | -60.1% |
| 1Y | -74.9% | +20.3% | -95.2% | -77.6% |
| 3Y | -92.1% | +72.3% | -164.4% | -94.5% |
| 5Y | -97.6% | +46.7% | -144.2% | -98.0% |
| All | -97.6% | +49.3% | -146.8% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling