-96.2%
LCID vs EXEL
+161.5%
-257.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.2% |
| 7D | +24.8% | -2.4% | +27.2% | +25.9% |
| 30D | -0.5% | +17.9% | -18.4% | -4.6% |
| 3M | -43.0% | +33.3% | -76.2% | -47.1% |
| 6M | -40.5% | +46.6% | -87.1% | -46.4% |
| YTD | -64.3% | +61.0% | -125.4% | -68.7% |
| 1Y | -78.1% | +70.4% | -148.5% | -81.0% |
| 3Y | -90.1% | +236.1% | -326.2% | -93.0% |
| 5Y | -99.1% | +284.8% | -383.9% | -99.4% |
| All | -96.2% | +161.5% | -257.7% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling