-92.1%
LCID vs RJF
+76.7%
-168.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +1.8% | +1.8% | 0.0% | +0.6% |
| 30D | -34.2% | 0.0% | -34.2% | -34.4% |
| 3M | -9.1% | +18.0% | -27.1% | -18.4% |
| 6M | -52.6% | +17.0% | -69.6% | -57.4% |
| YTD | -56.2% | +11.1% | -67.3% | -59.2% |
| 1Y | -74.9% | +8.0% | -82.8% | -76.2% |
| 3Y | -92.1% | +73.3% | -165.4% | -94.7% |
| All | -92.1% | +76.7% | -168.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling