-90.1%
LCID vs WCN
+48.9%
-139.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +24.8% | +2.6% | +22.2% | +24.3% |
| 30D | -0.5% | +25.3% | -25.8% | -3.1% |
| 3M | -43.0% | +15.2% | -58.2% | -44.1% |
| 6M | -40.5% | +26.4% | -67.0% | -42.6% |
| YTD | -64.3% | +9.9% | -74.3% | -64.4% |
| 1Y | -78.1% | +16.2% | -94.2% | -78.4% |
| 3Y | -90.1% | +49.4% | -139.5% | -90.8% |
| All | -90.1% | +48.9% | -139.0% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling