-95.3%
LCID vs M
+306.7%
-401.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.0% |
| 7D | -6.6% | +4.7% | -11.3% | -7.8% |
| 30D | -30.1% | -9.6% | -20.5% | -28.1% |
| 3M | -17.6% | +0.9% | -18.5% | -18.0% |
| 6M | -54.4% | +22.3% | -76.7% | -57.3% |
| YTD | -55.7% | +6.5% | -62.2% | -57.1% |
| 1Y | -71.0% | +38.8% | -109.8% | -74.1% |
| 3Y | -92.6% | +115.9% | -208.5% | -94.6% |
| 5Y | -97.6% | +28.6% | -126.2% | -97.9% |
| All | -95.3% | +306.7% | -401.9% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling