-90.4%
LCID vs EXEL
+244.2%
-334.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.6% |
| 7D | +20.0% | +2.3% | +17.7% | +19.6% |
| 30D | -5.0% | +19.8% | -24.9% | -8.8% |
| 3M | -48.9% | +32.7% | -81.5% | -52.2% |
| 6M | -43.2% | +49.0% | -92.2% | -48.4% |
| YTD | -65.9% | +63.7% | -129.6% | -69.8% |
| 1Y | -79.2% | +75.8% | -155.0% | -81.7% |
| 3Y | -90.4% | +241.3% | -331.7% | -91.3% |
| All | -90.4% | +244.2% | -334.7% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling