-96.7%
LCID vs WST
+47.3%
-144.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +10.0% |
| 7D | +8.9% | -3.1% | +12.0% | +9.9% |
| 30D | -15.4% | +9.1% | -24.5% | -17.0% |
| 3M | -52.9% | +14.7% | -67.6% | -54.3% |
| 6M | -46.8% | +28.0% | -74.9% | -49.6% |
| YTD | -68.9% | +45.6% | -114.5% | -71.6% |
| 1Y | -81.7% | +45.7% | -127.3% | -83.2% |
| 3Y | -92.4% | +21.1% | -113.5% | -93.4% |
| 5Y | -99.2% | +0.3% | -99.5% | -99.3% |
| All | -96.7% | +47.3% | -144.0% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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