-93.1%
LCID vs EXPD
+72.7%
-165.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -10.5% |
| 7D | -6.9% | -4.8% | -2.1% | -5.8% |
| 30D | -28.4% | -1.5% | -26.8% | -28.1% |
| 3M | -55.5% | +4.1% | -59.6% | -56.0% |
| 6M | -52.3% | +24.0% | -76.3% | -54.9% |
| YTD | -71.8% | +27.4% | -99.2% | -73.8% |
| 1Y | -82.7% | +38.4% | -121.1% | -84.4% |
| All | -93.1% | +72.7% | -165.8% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling