-97.0%
LCID vs RVTY
+31.3%
-128.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.5% | -8.2% |
| 7D | -10.2% | -0.5% | -9.7% | -9.7% |
| 30D | -10.2% | +1.5% | -11.7% | -10.7% |
| 3M | -54.1% | +31.5% | -85.6% | -61.6% |
| 6M | -53.8% | +62.7% | -116.4% | -66.8% |
| YTD | -72.0% | +60.0% | -132.0% | -79.9% |
| 1Y | -80.5% | +65.7% | -146.2% | -86.3% |
| 3Y | -92.6% | +85.2% | -177.8% | -95.3% |
| 5Y | -99.3% | -14.9% | -84.4% | -99.3% |
| All | -97.0% | +31.3% | -128.3% | -97.3% |
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