-92.4%
LCID vs WST
+19.1%
-111.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +10.3% |
| 7D | +8.9% | -3.1% | +12.0% | +9.1% |
| 30D | -15.4% | +9.1% | -24.5% | -15.6% |
| 3M | -52.9% | +14.7% | -67.6% | -53.0% |
| 6M | -46.8% | +28.0% | -74.9% | -47.1% |
| YTD | -68.9% | +45.6% | -114.5% | -69.2% |
| 1Y | -81.7% | +45.7% | -127.3% | -81.9% |
| 3Y | -92.4% | +21.1% | -113.5% | -93.3% |
| All | -92.4% | +19.1% | -111.5% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling