-95.3%
LCID vs RRC
+462.5%
-557.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.8% | -1.2% | +3.0% | +2.1% |
| 30D | -34.2% | +9.4% | -43.7% | -36.0% |
| 3M | -9.1% | +7.4% | -16.5% | -11.4% |
| 6M | -52.6% | +1.5% | -54.1% | -53.2% |
| YTD | -56.2% | +19.4% | -75.6% | -58.7% |
| 1Y | -74.9% | +24.2% | -99.1% | -76.7% |
| 3Y | -92.1% | +32.8% | -124.9% | -92.9% |
| 5Y | -97.6% | +152.9% | -250.5% | -98.1% |
| All | -95.3% | +462.5% | -557.9% | -97.0% |
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