-95.7%
LCID vs RNG
-72.5%
-23.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -9.8% | -6.1% | -3.7% | -7.6% |
| 30D | -35.5% | +9.6% | -45.1% | -38.1% |
| 3M | -18.4% | +83.3% | -101.7% | -37.6% |
| 6M | -60.5% | +77.9% | -138.4% | -70.1% |
| YTD | -60.1% | +139.9% | -200.0% | -74.7% |
| 1Y | -78.8% | +121.7% | -200.5% | -86.1% |
| 3Y | -92.8% | +121.9% | -214.6% | -95.5% |
| 5Y | -97.9% | -68.4% | -29.5% | -97.4% |
| All | -95.7% | -72.5% | -23.2% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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