-95.7%
LCID vs SSNC
+39.7%
-135.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.4% | -6.7% |
| 7D | -9.3% | -3.9% | -5.5% | -6.5% |
| 30D | -35.4% | -0.2% | -35.2% | -35.5% |
| 3M | -17.1% | +15.9% | -33.0% | -26.8% |
| 6M | -58.9% | +7.5% | -66.4% | -61.7% |
| YTD | -59.6% | -8.2% | -51.4% | -57.3% |
| 1Y | -78.0% | -9.3% | -68.6% | -76.4% |
| 3Y | -92.7% | +48.5% | -141.1% | -95.2% |
| 5Y | -97.8% | +16.0% | -113.9% | -98.3% |
| All | -95.7% | +39.7% | -135.4% | -96.8% |
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