-95.3%
LCID vs RJF
+298.9%
-394.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -6.6% | -0.6% | -6.0% | -6.2% |
| 30D | -30.1% | -1.3% | -28.9% | -29.8% |
| 3M | -17.6% | +18.9% | -36.5% | -27.0% |
| 6M | -54.4% | +15.0% | -69.5% | -58.8% |
| YTD | -55.7% | +12.2% | -67.9% | -59.3% |
| 1Y | -71.0% | +5.6% | -76.7% | -72.3% |
| 3Y | -92.6% | +74.9% | -167.5% | -95.1% |
| 5Y | -97.6% | +106.6% | -204.3% | -98.5% |
| All | -95.3% | +298.9% | -394.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling