-92.4%
LCID vs RY
+155.6%
-248.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +11.9% |
| 7D | +8.9% | -0.9% | +9.8% | +10.7% |
| 30D | -15.4% | +5.9% | -21.3% | -20.5% |
| 3M | -52.9% | -4.3% | -48.6% | -50.2% |
| 6M | -46.8% | +12.1% | -59.0% | -53.3% |
| YTD | -68.9% | +20.3% | -89.1% | -74.9% |
| 1Y | -81.7% | +41.0% | -122.7% | -87.7% |
| 3Y | -92.4% | +157.5% | -249.9% | -97.5% |
| All | -92.4% | +155.6% | -248.0% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling