-96.3%
LCID vs M
+342.2%
-438.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.4% |
| 7D | +8.9% | -3.3% | +12.2% | +10.1% |
| 30D | +6.8% | +8.1% | -1.2% | +4.6% |
| 3M | -45.2% | +2.2% | -47.4% | -45.6% |
| 6M | -39.1% | +35.1% | -74.3% | -44.5% |
| YTD | -65.3% | +15.8% | -81.1% | -67.2% |
| 1Y | -78.4% | +25.8% | -104.2% | -80.1% |
| 3Y | -90.3% | +156.2% | -246.6% | -93.3% |
| 5Y | -99.2% | -2.4% | -96.8% | -99.3% |
| All | -96.3% | +342.2% | -438.5% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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