-96.2%
LCID vs WU
-50.9%
-45.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.6% | +4.2% |
| 7D | +24.8% | +11.0% | +13.8% | +18.0% |
| 30D | -0.5% | +13.4% | -13.9% | -6.8% |
| 3M | -43.0% | +2.2% | -45.2% | -44.0% |
| 6M | -40.5% | -18.2% | -22.3% | -35.3% |
| YTD | -64.3% | -18.3% | -46.0% | -61.3% |
| 1Y | -78.1% | -12.2% | -65.9% | -77.0% |
| 3Y | -90.1% | -20.8% | -69.3% | -89.2% |
| 5Y | -99.1% | -42.6% | -56.5% | -98.9% |
| All | -96.2% | -50.9% | -45.3% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling