-96.3%
LCID vs SSNC
+39.9%
-136.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.3% |
| 7D | +8.9% | -0.2% | +9.1% | +9.2% |
| 30D | +6.8% | -1.9% | +8.8% | +8.1% |
| 3M | -45.2% | -0.2% | -45.1% | -45.7% |
| 6M | -39.1% | +19.4% | -58.5% | -48.3% |
| YTD | -65.3% | -8.1% | -57.2% | -63.5% |
| 1Y | -78.4% | -5.3% | -73.1% | -77.8% |
| 3Y | -90.3% | +56.9% | -147.3% | -94.0% |
| 5Y | -99.2% | +8.0% | -107.2% | -99.4% |
| All | -96.3% | +39.9% | -136.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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