-96.2%
LCID vs RY
+241.7%
-337.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.6% | +14.0% | +13.9% |
| 7D | +24.8% | -0.6% | +25.4% | +26.3% |
| 30D | -0.5% | +6.1% | -6.7% | -6.3% |
| 3M | -43.0% | -3.4% | -39.6% | -40.6% |
| 6M | -40.5% | +12.8% | -53.3% | -47.5% |
| YTD | -64.3% | +21.0% | -85.3% | -70.8% |
| 1Y | -78.1% | +40.5% | -118.5% | -84.6% |
| 3Y | -90.1% | +159.9% | -250.0% | -96.4% |
| 5Y | -99.1% | +125.0% | -224.0% | -99.6% |
| All | -96.2% | +241.7% | -337.9% | -98.4% |
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