-96.4%
LCID vs EXR
+83.6%
-179.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.1% |
| 7D | +20.0% | +2.7% | +17.3% | +18.6% |
| 30D | -5.0% | +18.9% | -24.0% | -13.2% |
| 3M | -48.9% | +8.4% | -57.2% | -50.9% |
| 6M | -43.2% | +14.3% | -57.5% | -47.2% |
| YTD | -65.9% | +27.2% | -93.2% | -70.3% |
| 1Y | -79.2% | +25.9% | -105.1% | -81.7% |
| 3Y | -90.4% | +54.6% | -145.1% | -92.3% |
| 5Y | -99.2% | -0.6% | -98.6% | -99.2% |
| All | -96.4% | +83.6% | -179.9% | -95.8% |
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