-99.3%
LCID vs SM
-11.5%
-87.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +10.2% |
| 7D | +8.9% | -25.9% | +34.8% | +15.6% |
| 30D | -15.4% | -15.1% | -0.3% | -13.4% |
| 3M | -52.9% | +4.9% | -57.7% | -54.7% |
| 6M | -46.8% | +6.1% | -53.0% | -50.2% |
| YTD | -68.9% | +63.4% | -132.3% | -75.0% |
| 1Y | -81.7% | +72.5% | -154.1% | -85.6% |
| 3Y | -92.4% | -16.9% | -75.5% | -92.9% |
| All | -99.3% | -11.5% | -87.8% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling