-95.3%
LCID vs RNG
-70.7%
-24.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.2% |
| 7D | -6.6% | +5.8% | -12.4% | -8.8% |
| 30D | -30.1% | +19.6% | -49.8% | -35.2% |
| 3M | -17.6% | +67.0% | -84.6% | -34.5% |
| 6M | -54.4% | +88.4% | -142.8% | -66.3% |
| YTD | -55.7% | +155.5% | -211.2% | -72.6% |
| 1Y | -71.0% | +141.7% | -212.7% | -81.7% |
| 3Y | -92.6% | +131.1% | -223.7% | -95.5% |
| 5Y | -97.6% | -70.6% | -27.0% | -96.9% |
| All | -95.3% | -70.7% | -24.5% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling