-96.2%
LCID vs WCC
+628.7%
-724.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +24.8% | -9.9% | +34.8% | +30.2% |
| 30D | -0.5% | -13.4% | +12.9% | +4.8% |
| 3M | -43.0% | -13.5% | -29.5% | -40.0% |
| 6M | -40.5% | -10.6% | -29.9% | -39.5% |
| YTD | -64.3% | +30.1% | -94.4% | -69.9% |
| 1Y | -78.1% | +22.3% | -100.4% | -80.8% |
| 3Y | -90.1% | +130.3% | -220.4% | -93.9% |
| 5Y | -99.1% | +144.5% | -243.6% | -99.5% |
| All | -96.2% | +628.7% | -724.9% | -98.0% |
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