-99.3%
LCID vs WST
-0.5%
-98.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.2% |
| 7D | +9.2% | +4.9% | +4.4% | +8.0% |
| 30D | -3.0% | +10.7% | -13.7% | -5.2% |
| 3M | -50.2% | +16.8% | -67.1% | -52.0% |
| 6M | -45.8% | +32.0% | -77.8% | -49.3% |
| YTD | -69.2% | +49.9% | -119.1% | -72.3% |
| 1Y | -80.4% | +50.6% | -131.0% | -82.4% |
| 3Y | -91.4% | +21.4% | -112.9% | -92.6% |
| 5Y | -99.3% | -0.6% | -98.7% | -99.3% |
| All | -99.3% | -0.5% | -98.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling