-95.3%
LCID vs RY
+253.3%
-348.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | -6.6% | +3.1% | -9.7% | -9.6% |
| 30D | -30.1% | -0.3% | -29.8% | -30.0% |
| 3M | -17.6% | +8.7% | -26.3% | -24.5% |
| 6M | -54.4% | +28.5% | -83.0% | -65.4% |
| YTD | -55.7% | +25.1% | -80.8% | -65.3% |
| 1Y | -71.0% | +46.3% | -117.3% | -80.7% |
| 3Y | -92.6% | +154.9% | -247.6% | -97.3% |
| 5Y | -97.6% | +140.3% | -237.9% | -99.0% |
| All | -95.3% | +253.3% | -348.5% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling