-96.4%
LCID vs EXPD
+116.7%
-213.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.3% |
| 7D | +20.0% | -5.5% | +25.5% | +22.9% |
| 30D | -5.0% | -1.9% | -3.1% | -4.3% |
| 3M | -48.9% | +6.1% | -55.0% | -50.3% |
| 6M | -43.2% | +21.6% | -64.8% | -48.4% |
| YTD | -65.9% | +27.9% | -93.8% | -70.3% |
| 1Y | -79.2% | +39.4% | -118.6% | -82.6% |
| 3Y | -90.4% | +72.7% | -163.1% | -93.1% |
| 5Y | -99.2% | +60.3% | -159.5% | -99.4% |
| All | -96.4% | +116.7% | -213.1% | -97.4% |
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