-97.0%
LCID vs WSM
+534.6%
-631.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.9% |
| 7D | -10.2% | 0.0% | -10.2% | -10.0% |
| 30D | -10.2% | +5.1% | -15.3% | -11.9% |
| 3M | -54.1% | +5.1% | -59.2% | -55.0% |
| 6M | -53.8% | +48.6% | -102.3% | -61.6% |
| YTD | -72.0% | +44.2% | -116.2% | -76.5% |
| 1Y | -80.5% | +38.1% | -118.6% | -83.2% |
| 3Y | -92.6% | +257.2% | -349.8% | -96.2% |
| 5Y | -99.3% | +165.1% | -264.4% | -99.7% |
| All | -97.0% | +534.6% | -631.6% | -98.5% |
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