-92.6%
LCID vs STLA
-77.1%
-15.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.8% |
| 7D | -10.2% | -13.8% | +3.6% | -5.1% |
| 30D | -10.2% | -10.5% | +0.4% | -6.4% |
| 3M | -54.1% | -28.9% | -25.3% | -48.3% |
| 6M | -53.8% | -49.7% | -4.0% | -41.4% |
| YTD | -72.0% | -64.9% | -7.1% | -60.8% |
| 1Y | -80.5% | -64.0% | -16.5% | -72.9% |
| 3Y | -92.6% | -77.4% | -15.1% | -88.2% |
| All | -92.6% | -77.1% | -15.4% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling