-97.0%
LCID vs WU
-52.3%
-44.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -9.9% |
| 7D | -10.2% | -2.0% | -8.1% | -9.3% |
| 30D | -10.2% | +11.4% | -21.6% | -15.1% |
| 3M | -54.1% | -6.8% | -47.3% | -52.8% |
| 6M | -53.8% | -14.6% | -39.1% | -50.5% |
| YTD | -72.0% | -20.6% | -51.4% | -69.3% |
| 1Y | -80.5% | -15.4% | -65.2% | -79.2% |
| 3Y | -92.6% | -23.6% | -68.9% | -91.7% |
| 5Y | -99.3% | -43.4% | -56.0% | -99.2% |
| All | -97.0% | -52.3% | -44.7% | -96.3% |
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