-95.3%
LCID vs RRC
+464.0%
-559.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -6.6% | +1.3% | -7.9% | -7.0% |
| 30D | -30.1% | +10.1% | -40.3% | -32.1% |
| 3M | -17.6% | +4.0% | -21.6% | -18.9% |
| 6M | -54.4% | +1.6% | -56.0% | -55.1% |
| YTD | -55.7% | +19.7% | -75.4% | -58.3% |
| 1Y | -71.0% | +21.4% | -92.5% | -73.0% |
| 3Y | -92.6% | +29.7% | -122.3% | -93.3% |
| 5Y | -97.6% | +153.9% | -251.5% | -98.2% |
| All | -95.3% | +464.0% | -559.3% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling