-97.0%
LCID vs EXPD
+122.7%
-219.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.0% |
| 7D | -10.2% | +5.5% | -15.7% | -12.2% |
| 30D | -10.2% | -0.8% | -9.4% | -10.0% |
| 3M | -54.1% | +4.1% | -58.3% | -55.0% |
| 6M | -53.8% | +25.7% | -79.4% | -58.6% |
| YTD | -72.0% | +31.4% | -103.4% | -76.0% |
| 1Y | -80.5% | +42.2% | -122.7% | -83.9% |
| 3Y | -92.6% | +77.2% | -169.7% | -94.7% |
| 5Y | -99.3% | +61.0% | -160.3% | -99.5% |
| All | -97.0% | +122.7% | -219.7% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling