-95.3%
LCID vs SM
+1,807.1%
-1,902.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.3% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -30.1% | +26.3% | -56.5% | -34.0% |
| 3M | -17.6% | +8.7% | -26.3% | -20.2% |
| 6M | -54.4% | +51.7% | -106.1% | -60.0% |
| YTD | -55.7% | +99.0% | -154.8% | -63.9% |
| 1Y | -71.0% | +34.6% | -105.6% | -74.2% |
| 3Y | -92.6% | -7.8% | -84.9% | -93.1% |
| 5Y | -97.6% | +104.8% | -202.4% | -98.1% |
| All | -95.3% | +1,807.1% | -1,902.3% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling