-95.3%
LCID vs EXEL
+118.6%
-213.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -6.6% | +8.4% | -15.0% | -8.6% |
| 30D | -30.1% | +4.1% | -34.2% | -31.1% |
| 3M | -17.6% | +12.4% | -30.0% | -20.3% |
| 6M | -54.4% | +41.5% | -96.0% | -58.5% |
| YTD | -55.7% | +34.6% | -90.4% | -59.3% |
| 1Y | -71.0% | +57.9% | -128.9% | -74.5% |
| 3Y | -92.6% | +159.5% | -252.1% | -94.4% |
| 5Y | -97.6% | +198.5% | -296.1% | -98.3% |
| All | -95.3% | +118.6% | -213.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling