-96.3%
LCID vs SM
+1,530.7%
-1,627.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.2% | -3.8% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | +6.8% | -17.3% | +24.2% | +10.1% |
| 3M | -45.2% | -3.6% | -41.6% | -45.8% |
| 6M | -39.1% | +2.9% | -42.0% | -41.8% |
| YTD | -65.3% | +70.2% | -135.5% | -71.2% |
| 1Y | -78.4% | +66.5% | -144.9% | -82.0% |
| 3Y | -90.3% | -8.2% | -82.1% | -91.0% |
| 5Y | -99.2% | -1.5% | -97.7% | -99.3% |
| All | -96.3% | +1,530.7% | -1,627.0% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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