-96.4%
LCID vs RVTY
+36.7%
-133.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +7.1% |
| 7D | +20.0% | +6.0% | +14.0% | +15.7% |
| 30D | -5.0% | +4.3% | -9.3% | -7.3% |
| 3M | -48.9% | +40.2% | -89.1% | -59.1% |
| 6M | -43.2% | +59.3% | -102.5% | -58.8% |
| YTD | -65.9% | +66.5% | -132.5% | -76.2% |
| 1Y | -79.2% | +77.5% | -156.6% | -86.0% |
| 3Y | -90.4% | +92.5% | -182.9% | -94.0% |
| 5Y | -99.2% | -6.8% | -92.4% | -99.2% |
| All | -96.4% | +36.7% | -133.0% | -96.8% |
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