-99.3%
LCID vs M
-3.3%
-96.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.8% |
| 7D | -10.2% | +7.0% | -17.2% | -12.3% |
| 30D | -10.2% | +8.9% | -19.1% | -12.8% |
| 3M | -54.1% | +4.5% | -58.6% | -54.9% |
| 6M | -53.8% | +36.2% | -90.0% | -59.0% |
| YTD | -72.0% | +15.1% | -87.2% | -73.9% |
| 1Y | -80.5% | +27.4% | -108.0% | -82.6% |
| 3Y | -92.6% | +160.1% | -252.7% | -95.6% |
| All | -99.3% | -3.3% | -96.1% | -99.5% |
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