-97.0%
LCID vs WCC
+640.4%
-737.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.6% | -8.5% |
| 7D | -10.2% | +9.9% | -20.1% | -13.8% |
| 30D | -10.2% | -8.4% | -1.7% | -7.8% |
| 3M | -54.1% | -10.3% | -43.8% | -52.5% |
| 6M | -53.8% | -10.5% | -43.3% | -52.9% |
| YTD | -72.0% | +32.2% | -104.2% | -76.5% |
| 1Y | -80.5% | +25.5% | -106.1% | -83.2% |
| 3Y | -92.6% | +134.7% | -227.2% | -95.5% |
| 5Y | -99.3% | +139.9% | -239.3% | -99.6% |
| All | -97.0% | +640.4% | -737.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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