-95.3%
LCID vs SFM
+282.5%
-377.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.4% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -30.1% | -4.4% | -25.8% | -29.9% |
| 3M | -17.6% | +1.5% | -19.1% | -18.1% |
| 6M | -54.4% | +6.5% | -60.9% | -55.1% |
| YTD | -55.7% | +2.2% | -57.9% | -56.3% |
| 1Y | -71.0% | -41.9% | -29.2% | -69.6% |
| 3Y | -92.6% | +106.8% | -199.4% | -93.3% |
| 5Y | -97.6% | +231.6% | -329.2% | -97.9% |
| All | -95.3% | +282.5% | -377.8% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling