-92.8%
LCID vs WTW
+61.8%
-154.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -9.1% | -7.8% | -1.3% | -8.7% |
| 30D | -37.6% | -7.9% | -29.7% | -37.3% |
| 3M | -11.1% | +19.9% | -31.0% | -11.0% |
| 6M | -59.2% | +9.8% | -69.0% | -59.0% |
| YTD | -60.5% | -3.3% | -57.1% | -60.0% |
| 1Y | -78.5% | -3.3% | -75.2% | -78.2% |
| All | -92.8% | +61.8% | -154.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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