-96.2%
LCID vs EXR
+82.2%
-178.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +24.8% | +1.7% | +23.1% | +23.9% |
| 30D | -0.5% | +18.0% | -18.6% | -8.7% |
| 3M | -43.0% | +9.7% | -52.6% | -45.6% |
| 6M | -40.5% | +13.4% | -54.0% | -44.5% |
| YTD | -64.3% | +26.3% | -90.6% | -68.8% |
| 1Y | -78.1% | +27.6% | -105.6% | -80.9% |
| 3Y | -90.1% | +52.2% | -142.2% | -92.0% |
| 5Y | -99.1% | -1.1% | -98.0% | -99.1% |
| All | -96.2% | +82.2% | -178.4% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling