-80.5%
LCID vs EXPD
+40.4%
-121.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.2% |
| 7D | -10.2% | +5.5% | -15.7% | -10.6% |
| 30D | -10.2% | -0.8% | -9.4% | -10.2% |
| 3M | -54.1% | +4.1% | -58.3% | -54.3% |
| 6M | -53.8% | +25.7% | -79.4% | -54.8% |
| YTD | -72.0% | +31.4% | -103.4% | -75.1% |
| 1Y | -80.5% | +42.2% | -122.7% | -84.1% |
| All | -80.5% | +40.4% | -121.0% | -84.1% |
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