-96.7%
LCID vs EXPD
+111.0%
-207.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.7% | +11.4% |
| 7D | +8.9% | -7.2% | +16.1% | +12.3% |
| 30D | -15.4% | -3.3% | -12.2% | -14.3% |
| 3M | -52.9% | +3.4% | -56.3% | -53.7% |
| 6M | -46.8% | +22.7% | -69.5% | -51.9% |
| YTD | -68.9% | +24.5% | -93.4% | -72.6% |
| 1Y | -81.7% | +38.6% | -120.3% | -84.7% |
| 3Y | -92.4% | +71.5% | -163.9% | -94.6% |
| 5Y | -99.2% | +56.2% | -155.5% | -99.4% |
| All | -96.7% | +111.0% | -207.7% | -97.6% |
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