-95.3%
LCID vs EXEL
+113.7%
-209.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | -34.2% | +6.7% | -40.9% | -35.4% |
| 3M | -9.1% | +11.5% | -20.6% | -11.9% |
| 6M | -52.6% | +38.8% | -91.4% | -56.7% |
| YTD | -56.2% | +31.6% | -87.8% | -59.5% |
| 1Y | -74.9% | +53.0% | -127.9% | -77.7% |
| 3Y | -92.1% | +160.8% | -252.9% | -94.0% |
| 5Y | -97.6% | +190.1% | -287.6% | -98.3% |
| All | -95.3% | +113.7% | -209.0% | -96.7% |
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