-78.0%
LCID vs EXEL
+54.7%
-132.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.1% | -8.9% | -8.2% |
| 7D | -9.3% | -0.3% | -9.0% | -9.3% |
| 30D | -35.4% | +10.1% | -45.5% | -37.8% |
| 3M | -17.1% | +10.1% | -27.2% | -20.5% |
| 6M | -58.9% | +37.7% | -96.6% | -64.1% |
| YTD | -59.6% | +33.1% | -92.7% | -64.5% |
| 1Y | -78.0% | +52.4% | -130.4% | -80.9% |
| All | -78.0% | +54.7% | -132.7% | -80.9% |
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