-97.8%
LCID vs WSM
+182.5%
-280.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.6% | -7.7% |
| 7D | -9.3% | +2.6% | -12.0% | -10.6% |
| 30D | -35.4% | -9.3% | -26.1% | -31.8% |
| 3M | -17.1% | +7.1% | -24.2% | -20.1% |
| 6M | -58.9% | +21.7% | -80.7% | -63.3% |
| YTD | -59.6% | +28.7% | -88.3% | -64.9% |
| 1Y | -78.0% | +13.9% | -91.8% | -79.6% |
| 3Y | -92.7% | +232.2% | -324.9% | -96.8% |
| 5Y | -97.8% | +176.4% | -274.2% | -99.0% |
| All | -97.8% | +182.5% | -280.3% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling