-95.3%
LCID vs WTW
+71.5%
-166.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | -34.2% | -5.6% | -28.6% | -33.2% |
| 3M | -9.1% | +26.5% | -35.6% | -14.7% |
| 6M | -52.6% | +8.1% | -60.8% | -53.8% |
| YTD | -56.2% | -0.3% | -55.9% | -56.3% |
| 1Y | -74.9% | -0.9% | -74.0% | -74.9% |
| 3Y | -92.1% | +66.6% | -158.7% | -93.8% |
| 5Y | -97.6% | +54.0% | -151.5% | -98.0% |
| All | -95.3% | +71.5% | -166.9% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling