-91.8%
LCID vs EXR
+53.2%
-145.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.6% | -10.7% | -10.9% |
| 7D | +9.2% | -1.2% | +10.4% | +10.1% |
| 30D | -3.0% | +18.3% | -21.3% | -13.0% |
| 3M | -50.2% | +9.1% | -59.3% | -52.9% |
| 6M | -45.8% | +11.7% | -57.6% | -49.9% |
| YTD | -69.2% | +25.7% | -94.9% | -74.1% |
| 1Y | -80.4% | +24.9% | -105.3% | -83.4% |
| All | -91.8% | +53.2% | -145.0% | -94.1% |
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