-95.3%
LCID vs EXPD
+115.8%
-211.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -6.6% | -1.1% | -5.5% | -6.1% |
| 30D | -30.1% | +4.1% | -34.2% | -31.4% |
| 3M | -17.6% | +17.9% | -35.5% | -23.8% |
| 6M | -54.4% | +29.2% | -83.7% | -60.0% |
| YTD | -55.7% | +27.4% | -83.1% | -61.3% |
| 1Y | -71.0% | +56.8% | -127.9% | -77.5% |
| 3Y | -92.6% | +68.0% | -160.7% | -94.6% |
| 5Y | -97.6% | +61.9% | -159.5% | -98.4% |
| All | -95.3% | +115.8% | -211.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling