-96.4%
LCID vs REPL
-9.5%
-86.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.5% | +9.3% |
| 7D | +20.0% | +14.2% | +5.8% | +19.5% |
| 30D | -5.0% | +65.9% | -70.9% | -6.6% |
| 3M | -48.9% | +84.6% | -133.4% | -49.9% |
| 6M | -43.2% | +446.9% | -490.1% | -48.9% |
| YTD | -65.9% | +129.0% | -195.0% | -68.7% |
| 1Y | -79.2% | +167.9% | -247.0% | -81.1% |
| 3Y | -90.4% | +93.9% | -184.3% | -93.3% |
| 5Y | -99.2% | -33.0% | -66.2% | -99.3% |
| All | -96.4% | -9.5% | -86.8% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling