-96.4%
LCID vs SPY
+143.3%
-239.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.1% | +5.4% |
| 7D | +20.0% | +0.1% | +19.9% | +21.0% |
| 30D | -5.0% | -3.3% | -1.7% | +1.7% |
| 3M | -48.9% | -2.4% | -46.4% | -45.9% |
| 6M | -43.2% | +2.6% | -45.8% | -44.3% |
| YTD | -65.9% | +11.2% | -77.2% | -70.6% |
| 1Y | -79.2% | +13.4% | -92.6% | -82.5% |
| 3Y | -90.4% | +79.9% | -170.3% | -96.3% |
| 5Y | -99.2% | +72.2% | -171.4% | -99.7% |
| All | -96.4% | +143.3% | -239.7% | -98.7% |
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