-71.0%
LCID vs EXPD
+57.8%
-128.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | -6.6% | -1.1% | -5.5% | -6.5% |
| 30D | -30.1% | +4.1% | -34.2% | -30.3% |
| 3M | -17.6% | +17.9% | -35.5% | -18.4% |
| 6M | -54.4% | +29.2% | -83.7% | -55.1% |
| YTD | -55.7% | +27.4% | -83.1% | -56.6% |
| 1Y | -71.0% | +56.8% | -127.9% | -71.1% |
| All | -71.0% | +57.8% | -128.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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