-79.4%
LCID vs EXR
+28.1%
-107.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.1% | +8.5% | +10.1% |
| 7D | -1.2% | +11.3% | -12.4% | -5.8% |
| 30D | -19.2% | +21.2% | -40.3% | -25.8% |
| 3M | -56.7% | +8.7% | -65.4% | -58.8% |
| 6M | -49.6% | +18.2% | -67.8% | -53.6% |
| YTD | -68.1% | +27.9% | -96.1% | -74.0% |
| 1Y | -79.4% | +28.3% | -107.7% | -83.4% |
| All | -79.4% | +28.1% | -107.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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