-99.2%
LCID vs WSM
+184.0%
-283.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +8.9% | -3.0% | +11.9% | +11.0% |
| 30D | +6.8% | +10.1% | -3.2% | +1.7% |
| 3M | -45.2% | +4.9% | -50.1% | -46.5% |
| 6M | -39.1% | +49.8% | -88.9% | -51.2% |
| YTD | -65.3% | +48.7% | -114.0% | -72.0% |
| 1Y | -78.4% | +38.7% | -117.1% | -81.9% |
| 3Y | -90.3% | +269.5% | -359.9% | -96.0% |
| 5Y | -99.2% | +179.0% | -278.2% | -99.6% |
| All | -99.2% | +184.0% | -283.2% | -99.6% |
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