-92.6%
LCID vs QSR
+21.7%
-114.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.2% |
| 7D | -10.2% | -2.9% | -7.2% | -8.4% |
| 30D | -10.2% | +4.1% | -14.3% | -12.0% |
| 3M | -54.1% | -0.7% | -53.5% | -54.0% |
| 6M | -53.8% | +0.4% | -54.2% | -54.4% |
| YTD | -72.0% | +13.5% | -85.6% | -75.5% |
| 1Y | -80.5% | +11.0% | -91.5% | -82.5% |
| 3Y | -92.6% | +22.0% | -114.5% | -92.9% |
| All | -92.6% | +21.7% | -114.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling