-96.4%
LCID vs RRC
+557.6%
-653.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.2% | +9.4% |
| 7D | +20.0% | -10.3% | +30.3% | +23.1% |
| 30D | -5.0% | +19.5% | -24.5% | -10.1% |
| 3M | -48.9% | +27.9% | -76.8% | -52.7% |
| 6M | -43.2% | +21.2% | -64.4% | -46.9% |
| YTD | -65.9% | +39.6% | -105.5% | -69.5% |
| 1Y | -79.2% | +31.3% | -110.4% | -81.0% |
| 3Y | -90.4% | +51.9% | -142.4% | -91.7% |
| 5Y | -99.2% | +110.2% | -209.4% | -99.4% |
| All | -96.4% | +557.6% | -653.9% | -97.8% |
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