-78.1%
LCID vs EXPD
+39.4%
-117.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +24.8% | -7.4% | +32.2% | +25.7% |
| 30D | -0.5% | -2.1% | +1.6% | -0.4% |
| 3M | -43.0% | +5.7% | -48.7% | -43.3% |
| 6M | -40.5% | +21.4% | -61.9% | -41.9% |
| YTD | -64.3% | +27.6% | -92.0% | -68.6% |
| 1Y | -78.1% | +36.1% | -114.2% | -82.1% |
| All | -78.1% | +39.4% | -117.5% | -82.1% |
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