-95.7%
LCID vs RJF
+288.1%
-383.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.8% | -2.7% | -7.1% | -8.2% |
| 30D | -35.5% | -4.3% | -31.2% | -33.7% |
| 3M | -18.4% | +15.7% | -34.1% | -26.3% |
| 6M | -60.5% | +17.8% | -78.3% | -64.8% |
| YTD | -60.1% | +9.2% | -69.2% | -62.6% |
| 1Y | -78.8% | +2.8% | -81.6% | -79.3% |
| 3Y | -92.8% | +69.5% | -162.2% | -95.1% |
| 5Y | -97.9% | +105.9% | -203.8% | -98.6% |
| All | -95.7% | +288.1% | -383.8% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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