-95.3%
LCID vs QSR
+75.5%
-170.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -6.6% | +2.4% | -9.0% | -7.8% |
| 30D | -30.1% | +7.6% | -37.8% | -33.1% |
| 3M | -17.6% | +12.6% | -30.2% | -23.8% |
| 6M | -54.4% | +14.4% | -68.8% | -58.7% |
| YTD | -55.7% | +19.6% | -75.3% | -61.2% |
| 1Y | -71.0% | +33.9% | -104.9% | -76.3% |
| 3Y | -92.6% | +27.1% | -119.8% | -93.7% |
| 5Y | -97.6% | +48.5% | -146.2% | -98.3% |
| All | -95.3% | +75.5% | -170.8% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling