-95.7%
LCID vs WSM
+463.4%
-559.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.4% |
| 7D | -9.8% | -0.5% | -9.3% | -9.6% |
| 30D | -35.5% | -7.7% | -27.8% | -32.9% |
| 3M | -18.4% | +3.8% | -22.1% | -19.9% |
| 6M | -60.5% | +22.7% | -83.2% | -64.3% |
| YTD | -60.1% | +28.0% | -88.1% | -64.5% |
| 1Y | -78.8% | +12.7% | -91.5% | -80.0% |
| 3Y | -92.8% | +231.3% | -324.0% | -96.2% |
| 5Y | -97.9% | +177.2% | -275.1% | -98.9% |
| All | -95.7% | +463.4% | -559.2% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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