-99.3%
LCID vs STLA
-74.6%
-24.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.7% |
| 7D | -10.2% | -13.8% | +3.6% | -3.4% |
| 30D | -10.2% | -10.5% | +0.4% | -5.3% |
| 3M | -54.1% | -28.9% | -25.3% | -46.3% |
| 6M | -53.8% | -49.7% | -4.0% | -36.1% |
| YTD | -72.0% | -64.9% | -7.1% | -55.7% |
| 1Y | -80.5% | -64.0% | -16.5% | -69.5% |
| 3Y | -92.6% | -77.4% | -15.1% | -85.5% |
| All | -99.3% | -74.6% | -24.8% | -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