-92.4%
LCID vs RRC
+36.3%
-128.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.2% |
| 7D | +8.9% | -10.8% | +19.8% | +12.3% |
| 30D | -15.4% | +22.3% | -37.7% | -21.7% |
| 3M | -52.9% | +26.6% | -79.5% | -57.2% |
| 6M | -46.8% | +18.9% | -65.8% | -50.8% |
| YTD | -68.9% | +39.2% | -108.1% | -73.5% |
| 1Y | -81.7% | +34.0% | -115.6% | -84.1% |
| 3Y | -92.4% | +42.0% | -134.4% | -94.3% |
| All | -92.4% | +36.3% | -128.7% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling