-99.3%
LCID vs STLA
-70.1%
-29.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.5% |
| 7D | +8.9% | -4.5% | +13.5% | +11.6% |
| 30D | -15.4% | -3.9% | -11.5% | -13.9% |
| 3M | -52.9% | -20.2% | -32.7% | -47.9% |
| 6M | -46.8% | -42.2% | -4.7% | -31.4% |
| YTD | -68.9% | -59.3% | -9.6% | -54.1% |
| 1Y | -81.7% | -56.1% | -25.6% | -74.1% |
| 3Y | -92.4% | -73.7% | -18.7% | -86.3% |
| All | -99.3% | -70.1% | -29.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling