-96.4%
LCID vs STLA
-42.5%
-53.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | +20.0% | -6.4% | +26.4% | +23.7% |
| 30D | -5.0% | -1.3% | -3.7% | -4.6% |
| 3M | -48.9% | -19.9% | -28.9% | -44.0% |
| 6M | -43.2% | -42.9% | -0.3% | -28.0% |
| YTD | -65.9% | -59.4% | -6.5% | -51.6% |
| 1Y | -79.2% | -56.8% | -22.3% | -71.3% |
| 3Y | -90.4% | -73.1% | -17.3% | -84.1% |
| 5Y | -99.2% | -70.1% | -29.1% | -98.9% |
| All | -96.4% | -42.5% | -53.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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