-95.3%
LCID vs SM
+1,876.1%
-1,971.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.9% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | -34.2% | +31.5% | -65.8% | -38.4% |
| 3M | -9.1% | +17.3% | -26.5% | -13.7% |
| 6M | -52.6% | +48.5% | -101.1% | -58.1% |
| YTD | -56.2% | +106.3% | -162.5% | -64.6% |
| 1Y | -74.9% | +47.3% | -122.2% | -78.1% |
| 3Y | -92.1% | -1.4% | -90.6% | -92.6% |
| 5Y | -97.6% | +114.0% | -211.6% | -98.1% |
| All | -95.3% | +1,876.1% | -1,971.5% | -96.7% |
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