-95.7%
LCID vs SNY
+4.8%
-100.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.5% |
| 7D | -9.3% | -3.6% | -5.7% | -8.2% |
| 30D | -35.4% | -1.4% | -34.0% | -35.1% |
| 3M | -17.1% | -4.2% | -12.9% | -15.7% |
| 6M | -58.9% | +2.0% | -60.9% | -59.1% |
| YTD | -59.6% | -6.7% | -52.9% | -58.8% |
| 1Y | -78.0% | -4.7% | -73.3% | -77.7% |
| 3Y | -92.7% | -8.1% | -84.6% | -92.6% |
| 5Y | -97.8% | +8.2% | -106.1% | -98.0% |
| All | -95.7% | +4.8% | -100.5% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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