-99.3%
LCID vs M
-11.5%
-87.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | +12.2% |
| 7D | +8.9% | -4.3% | +13.2% | +10.9% |
| 30D | -15.4% | +1.3% | -16.7% | -15.7% |
| 3M | -52.9% | -7.4% | -45.5% | -51.5% |
| 6M | -46.8% | +18.3% | -65.2% | -50.5% |
| YTD | -68.9% | +7.6% | -76.5% | -70.3% |
| 1Y | -81.7% | +17.4% | -99.1% | -83.1% |
| 3Y | -92.4% | +108.4% | -200.7% | -95.1% |
| All | -99.3% | -11.5% | -87.8% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling