-79.4%
LCID vs WYNN
-32.5%
-46.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +6.1% | +5.5% | +8.6% |
| 7D | -1.2% | +15.4% | -16.6% | -7.6% |
| 30D | -19.2% | +6.8% | -25.9% | -21.5% |
| 3M | -56.7% | -15.4% | -41.3% | -53.2% |
| 6M | -49.6% | -20.0% | -29.7% | -44.2% |
| YTD | -68.1% | -31.0% | -37.1% | -62.6% |
| 1Y | -79.4% | -31.5% | -47.9% | -76.7% |
| All | -79.4% | -32.5% | -46.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling