-95.7%
LCID vs SPY
+145.9%
-241.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.0% |
| 7D | -9.3% | -0.4% | -9.0% | -8.8% |
| 30D | -35.4% | -1.4% | -34.0% | -33.7% |
| 3M | -17.1% | +3.7% | -20.8% | -21.6% |
| 6M | -58.9% | +13.0% | -71.9% | -66.2% |
| YTD | -59.6% | +12.4% | -72.0% | -66.2% |
| 1Y | -78.0% | +18.5% | -96.5% | -83.0% |
| 3Y | -92.7% | +77.6% | -170.3% | -97.1% |
| 5Y | -97.8% | +81.7% | -179.5% | -99.1% |
| All | -95.7% | +145.9% | -241.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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