-79.4%
LCID vs EXEL
+92.4%
-171.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.6% | +11.0% | +11.3% |
| 7D | -1.2% | +9.8% | -10.9% | -5.5% |
| 30D | -19.2% | +23.6% | -42.8% | -26.9% |
| 3M | -56.7% | +29.9% | -86.6% | -62.1% |
| 6M | -49.6% | +64.7% | -114.3% | -61.7% |
| YTD | -68.1% | +66.0% | -134.1% | -76.3% |
| 1Y | -79.4% | +92.0% | -171.4% | -87.3% |
| All | -79.4% | +92.4% | -171.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling