-92.1%
LCID vs SSNC
+51.8%
-143.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | +1.7% |
| 7D | +1.8% | -1.8% | +3.5% | +2.9% |
| 30D | -34.2% | +1.9% | -36.1% | -35.4% |
| 3M | -9.1% | +18.4% | -27.5% | -19.6% |
| 6M | -52.6% | +7.0% | -59.6% | -54.9% |
| YTD | -56.2% | -6.9% | -49.3% | -53.4% |
| 1Y | -74.9% | -8.2% | -66.7% | -73.0% |
| 3Y | -92.1% | +50.5% | -142.6% | -96.0% |
| All | -92.1% | +51.8% | -143.9% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling