-95.6%
LCID vs JAAA
+29.4%
-125.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -35.5% | +0.5% | -36.0% | -36.0% |
| 3M | -18.4% | +1.3% | -19.6% | -20.0% |
| 6M | -60.5% | +2.8% | -63.3% | -62.2% |
| YTD | -60.1% | +3.3% | -63.3% | -62.0% |
| 1Y | -78.8% | +4.9% | -83.7% | -80.2% |
| 3Y | -92.8% | +19.0% | -111.7% | -94.2% |
| 5Y | -97.9% | +26.9% | -124.8% | -98.4% |
| All | -95.6% | +29.4% | -125.0% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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