-95.8%
LCID vs WU
-52.9%
-42.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -9.1% | -5.0% | -4.2% | -6.8% |
| 30D | -37.6% | -2.3% | -35.3% | -37.0% |
| 3M | -11.1% | -3.2% | -7.8% | -9.5% |
| 6M | -59.2% | -25.0% | -34.1% | -53.5% |
| YTD | -60.5% | -21.7% | -38.8% | -56.0% |
| 1Y | -78.5% | -9.0% | -69.5% | -77.8% |
| 3Y | -92.8% | -28.9% | -64.0% | -91.8% |
| 5Y | -97.9% | -51.0% | -46.9% | -97.4% |
| All | -95.8% | -52.9% | -42.8% | -94.7% |
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