-95.3%
LCID vs WST
+25.2%
-120.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -6.6% | +0.7% | -7.3% | -6.7% |
| 30D | -30.1% | -3.1% | -27.0% | -29.7% |
| 3M | -17.6% | +7.2% | -24.8% | -18.8% |
| 6M | -54.4% | +36.8% | -91.2% | -57.8% |
| YTD | -55.7% | +23.8% | -79.6% | -58.1% |
| 1Y | -71.0% | +37.8% | -108.8% | -73.2% |
| 3Y | -92.6% | -15.9% | -76.7% | -92.6% |
| 5Y | -97.6% | -25.8% | -71.8% | -97.8% |
| All | -95.3% | +25.2% | -120.5% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling