-96.4%
LCID vs RL
+472.2%
-568.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +6.3% |
| 7D | +20.0% | +0.2% | +19.8% | +20.4% |
| 30D | -5.0% | +7.3% | -12.3% | -8.1% |
| 3M | -48.9% | +1.0% | -49.9% | -49.1% |
| 6M | -43.2% | +11.8% | -55.0% | -46.6% |
| YTD | -65.9% | +13.6% | -79.6% | -68.4% |
| 1Y | -79.2% | +24.0% | -103.2% | -81.6% |
| 3Y | -90.4% | +256.6% | -347.0% | -95.5% |
| 5Y | -99.2% | +240.2% | -339.4% | -99.6% |
| All | -96.4% | +472.2% | -568.6% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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