-87.4%
LCID vs SARO
-22.5%
-64.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.2% |
| 7D | -9.8% | -3.1% | -6.7% | -8.6% |
| 30D | -35.5% | -12.2% | -23.2% | -31.8% |
| 3M | -18.4% | -7.4% | -11.0% | -15.3% |
| 6M | -60.5% | -15.3% | -45.2% | -57.7% |
| YTD | -60.1% | -16.2% | -43.9% | -57.1% |
| 1Y | -78.8% | -12.1% | -66.7% | -77.5% |
| All | -87.4% | -22.5% | -64.9% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling