-87.2%
LCID vs SARO
-21.9%
-65.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.3% |
| 7D | -9.3% | +0.6% | -10.0% | -9.6% |
| 30D | -35.4% | -14.5% | -20.9% | -31.0% |
| 3M | -17.1% | -5.3% | -11.8% | -14.6% |
| 6M | -58.9% | -15.3% | -43.7% | -56.1% |
| YTD | -59.6% | -15.6% | -44.1% | -56.7% |
| 1Y | -78.0% | -9.1% | -68.9% | -76.9% |
| All | -87.2% | -21.9% | -65.3% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling