-97.0%
LCID vs RY
+241.5%
-338.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.1% | -9.0% |
| 7D | -10.2% | +0.6% | -10.8% | -10.6% |
| 30D | -10.2% | +5.0% | -15.2% | -14.3% |
| 3M | -54.1% | -5.3% | -48.8% | -51.1% |
| 6M | -53.8% | +13.8% | -67.6% | -59.6% |
| YTD | -72.0% | +21.0% | -93.0% | -77.1% |
| 1Y | -80.5% | +40.5% | -121.0% | -86.4% |
| 3Y | -92.6% | +159.7% | -252.2% | -97.3% |
| 5Y | -99.3% | +124.3% | -223.7% | -99.7% |
| All | -97.0% | +241.5% | -338.5% | -98.8% |
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