-92.4%
LCID vs EXR
+69.9%
-162.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +11.0% | +10.7% |
| 7D | +8.9% | +5.2% | +3.7% | +6.0% |
| 30D | -15.4% | +20.9% | -36.3% | -24.1% |
| 3M | -52.9% | +7.7% | -60.6% | -54.8% |
| 6M | -46.8% | +13.2% | -60.0% | -50.7% |
| YTD | -68.9% | +26.5% | -95.4% | -73.3% |
| 1Y | -81.7% | +27.2% | -108.9% | -84.3% |
| 3Y | -92.4% | +71.5% | -163.9% | -93.2% |
| All | -92.4% | +69.9% | -162.3% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling