-96.7%
LCID vs RRC
+592.7%
-689.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.8% | -10.5% | -11.1% |
| 7D | +9.2% | +2.5% | +6.7% | +8.5% |
| 30D | -3.0% | +21.1% | -24.1% | -8.3% |
| 3M | -50.2% | +28.4% | -78.6% | -53.8% |
| 6M | -45.8% | +26.5% | -72.3% | -49.8% |
| YTD | -69.2% | +47.0% | -116.2% | -72.8% |
| 1Y | -80.4% | +35.2% | -115.6% | -82.3% |
| 3Y | -91.4% | +61.0% | -152.4% | -92.7% |
| 5Y | -99.3% | +133.6% | -232.9% | -99.4% |
| All | -96.7% | +592.7% | -689.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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