-96.2%
LCID vs SM
+1,444.9%
-1,541.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.4% |
| 7D | +24.8% | -19.5% | +44.3% | +29.8% |
| 30D | -0.5% | -20.2% | +19.7% | +3.2% |
| 3M | -43.0% | -6.5% | -36.5% | -43.2% |
| 6M | -40.5% | +1.6% | -42.1% | -43.1% |
| YTD | -64.3% | +61.2% | -125.6% | -70.1% |
| 1Y | -78.1% | +65.4% | -143.4% | -81.7% |
| 3Y | -90.1% | -13.0% | -77.0% | -90.7% |
| 5Y | -99.1% | -4.3% | -94.8% | -99.2% |
| All | -96.2% | +1,444.9% | -1,541.1% | -97.2% |
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