-99.3%
LCID vs EXPD
+55.6%
-154.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.7% | +11.5% |
| 7D | +8.9% | -7.2% | +16.1% | +12.9% |
| 30D | -15.4% | -3.3% | -12.2% | -14.2% |
| 3M | -52.9% | +3.4% | -56.3% | -53.9% |
| 6M | -46.8% | +22.7% | -69.5% | -52.8% |
| YTD | -68.9% | +24.5% | -93.4% | -73.3% |
| 1Y | -81.7% | +38.6% | -120.3% | -85.3% |
| 3Y | -92.4% | +71.5% | -163.9% | -95.0% |
| All | -99.3% | +55.6% | -154.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling