-90.8%
LCID vs WST
+23.3%
-114.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.9% | +1.1% | +7.8% | +8.9% |
| 30D | +6.8% | +12.4% | -5.5% | +6.4% |
| 3M | -45.2% | +17.6% | -62.8% | -45.5% |
| 6M | -39.1% | +28.3% | -67.4% | -39.6% |
| YTD | -65.3% | +50.5% | -115.8% | -65.8% |
| 1Y | -78.4% | +49.4% | -127.8% | -78.7% |
| All | -90.8% | +23.3% | -114.0% | -92.5% |
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