-96.3%
LCID vs RY
+243.6%
-339.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -3.3% |
| 7D | +8.9% | -3.0% | +11.9% | +12.8% |
| 30D | +6.8% | +6.3% | +0.6% | +0.6% |
| 3M | -45.2% | -2.6% | -42.6% | -43.5% |
| 6M | -39.1% | +13.9% | -53.1% | -46.9% |
| YTD | -65.3% | +21.7% | -87.0% | -71.8% |
| 1Y | -78.4% | +40.4% | -118.8% | -84.9% |
| 3Y | -90.3% | +161.3% | -251.7% | -96.5% |
| 5Y | -99.2% | +126.5% | -225.7% | -99.7% |
| All | -96.3% | +243.6% | -339.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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