-95.3%
LCID vs EVRG
+98.7%
-193.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -6.6% | +1.1% | -7.7% | -6.8% |
| 30D | -30.1% | -1.0% | -29.1% | -30.0% |
| 3M | -17.6% | +0.4% | -18.0% | -18.3% |
| 6M | -54.4% | -0.8% | -53.6% | -54.7% |
| YTD | -55.7% | +15.3% | -71.1% | -58.2% |
| 1Y | -71.0% | +17.9% | -88.9% | -72.8% |
| 3Y | -92.6% | +71.9% | -164.6% | -94.1% |
| 5Y | -97.6% | +45.3% | -142.9% | -98.1% |
| All | -95.3% | +98.7% | -193.9% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling