-92.1%
LCID vs WSM
+239.4%
-331.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | +1.8% | +2.6% | -0.8% | +0.6% |
| 30D | -34.2% | -9.5% | -24.7% | -31.2% |
| 3M | -9.1% | +12.9% | -22.0% | -13.8% |
| 6M | -52.6% | +23.0% | -75.7% | -56.9% |
| YTD | -56.2% | +28.9% | -85.1% | -60.7% |
| 1Y | -74.9% | +13.7% | -88.6% | -76.3% |
| 3Y | -92.1% | +232.6% | -324.7% | -95.1% |
| All | -92.1% | +239.4% | -331.5% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling