-97.0%
LCID vs SSNC
+40.0%
-137.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.3% |
| 7D | -10.2% | +2.3% | -12.5% | -11.8% |
| 30D | -10.2% | -3.1% | -7.1% | -8.2% |
| 3M | -54.1% | -2.7% | -51.4% | -53.5% |
| 6M | -53.8% | +23.7% | -77.4% | -61.8% |
| YTD | -72.0% | -8.0% | -64.0% | -70.7% |
| 1Y | -80.5% | -4.7% | -75.8% | -80.1% |
| 3Y | -92.6% | +58.0% | -150.5% | -95.4% |
| 5Y | -99.3% | +8.0% | -107.3% | -99.5% |
| All | -97.0% | +40.0% | -137.0% | -97.8% |
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