-95.3%
LCID vs STLA
-27.6%
-67.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.2% |
| 7D | -6.6% | +2.6% | -9.2% | -7.7% |
| 30D | -30.1% | -1.2% | -28.9% | -29.9% |
| 3M | -17.6% | -24.8% | +7.2% | -7.0% |
| 6M | -54.4% | -25.6% | -28.9% | -48.8% |
| YTD | -55.7% | -48.9% | -6.8% | -42.8% |
| 1Y | -71.0% | -38.8% | -32.3% | -66.2% |
| 3Y | -92.6% | -64.5% | -28.1% | -89.1% |
| 5Y | -97.6% | -62.4% | -35.2% | -96.9% |
| All | -95.3% | -27.6% | -67.7% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling