-79.4%
LCID vs SARO
-7.8%
-71.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.9% | +9.7% | +10.4% |
| 7D | -1.2% | +15.8% | -16.9% | -10.5% |
| 30D | -19.2% | +22.2% | -41.4% | -29.6% |
| 3M | -56.7% | -16.2% | -40.5% | -51.1% |
| 6M | -49.6% | +4.6% | -54.2% | -52.0% |
| YTD | -68.1% | -10.4% | -57.8% | -67.1% |
| 1Y | -79.4% | -6.5% | -72.9% | -79.8% |
| All | -79.4% | -7.8% | -71.6% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling