-97.0%
LCID vs RNG
-69.9%
-27.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.6% | -9.0% |
| 7D | -10.2% | +4.6% | -14.8% | -11.8% |
| 30D | -10.2% | +0.4% | -10.6% | -10.3% |
| 3M | -54.1% | +11.4% | -65.5% | -56.2% |
| 6M | -53.8% | +95.7% | -149.4% | -65.8% |
| YTD | -72.0% | +162.9% | -234.9% | -82.9% |
| 1Y | -80.5% | +180.3% | -260.8% | -88.4% |
| 3Y | -92.6% | +188.3% | -280.9% | -95.9% |
| 5Y | -99.3% | -72.5% | -26.8% | -99.1% |
| All | -97.0% | -69.9% | -27.1% | -95.4% |
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