-98.1%
LCID vs LTH
+160.9%
-259.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -6.6% | -0.6% | -5.9% | -6.3% |
| 30D | -30.1% | -4.6% | -25.6% | -28.8% |
| 3M | -17.6% | +32.8% | -50.4% | -28.7% |
| 6M | -54.4% | +64.6% | -119.1% | -65.3% |
| YTD | -55.7% | +62.6% | -118.4% | -66.1% |
| 1Y | -71.0% | +49.9% | -121.0% | -77.0% |
| 3Y | -92.6% | +151.3% | -244.0% | -95.9% |
| All | -98.1% | +160.9% | -259.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 all: compounded portfolio wealth divided by compounded LTH 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…
all analysis · Full analysis span regression · 6 months rolling