-96.7%
LCID vs RL
+461.1%
-557.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.8% | -10.5% | -10.9% |
| 7D | +9.2% | +2.4% | +6.9% | +8.0% |
| 30D | -3.0% | +4.6% | -7.5% | -4.7% |
| 3M | -50.2% | -1.1% | -49.1% | -49.8% |
| 6M | -45.8% | +16.5% | -62.4% | -50.2% |
| YTD | -69.2% | +11.4% | -80.6% | -71.1% |
| 1Y | -80.4% | +16.1% | -96.5% | -82.0% |
| 3Y | -91.4% | +252.6% | -344.0% | -95.9% |
| 5Y | -99.3% | +244.9% | -344.1% | -99.7% |
| All | -96.7% | +461.1% | -557.8% | -98.5% |
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