-95.7%
LCID vs WCN
+67.1%
-162.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.5% |
| 7D | -9.3% | -1.7% | -7.6% | -8.9% |
| 30D | -35.4% | -3.0% | -32.4% | -34.9% |
| 3M | -17.1% | +2.5% | -19.6% | -18.1% |
| 6M | -58.9% | -5.7% | -53.2% | -58.3% |
| YTD | -59.6% | -7.4% | -52.2% | -58.8% |
| 1Y | -78.0% | -8.6% | -69.4% | -77.5% |
| 3Y | -92.7% | +19.4% | -112.1% | -93.5% |
| 5Y | -97.8% | +27.2% | -125.1% | -98.2% |
| All | -95.7% | +67.1% | -162.8% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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