-95.3%
LCID vs RVTY
+8.0%
-103.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | -34.2% | +10.8% | -45.1% | -38.5% |
| 3M | -9.1% | +26.8% | -35.9% | -23.0% |
| 6M | -52.6% | +39.3% | -91.9% | -62.5% |
| YTD | -56.2% | +31.6% | -87.8% | -64.2% |
| 1Y | -74.9% | +47.7% | -122.6% | -81.1% |
| 3Y | -92.1% | +19.9% | -112.0% | -93.3% |
| 5Y | -97.6% | -32.3% | -65.2% | -97.2% |
| All | -95.3% | +8.0% | -103.3% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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