-90.4%
LCID vs SFM
+23.1%
-113.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.3% |
| 7D | +20.0% | -10.2% | +30.2% | +22.1% |
| 30D | -5.0% | -23.9% | +18.9% | -1.2% |
| 3M | -48.9% | -42.3% | -6.6% | -45.0% |
| 6M | -43.2% | -40.1% | -3.1% | -39.5% |
| YTD | -65.9% | -37.8% | -28.2% | -64.2% |
| 1Y | -79.2% | -37.1% | -42.1% | -78.1% |
| 3Y | -90.4% | +21.5% | -112.0% | -89.9% |
| All | -90.4% | +23.1% | -113.5% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling