-95.3%
LCID vs SFM
+257.7%
-353.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.3% |
| 7D | +1.8% | -5.8% | +7.6% | +2.5% |
| 30D | -34.2% | -11.4% | -22.9% | -33.4% |
| 3M | -9.1% | -12.2% | +3.1% | -8.0% |
| 6M | -52.6% | -5.2% | -47.5% | -52.7% |
| YTD | -56.2% | -4.5% | -51.7% | -56.4% |
| 1Y | -74.9% | -45.4% | -29.5% | -73.5% |
| 3Y | -92.1% | +91.1% | -183.2% | -92.7% |
| 5Y | -97.6% | +226.8% | -324.3% | -97.8% |
| All | -95.3% | +257.7% | -353.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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