-71.0%
LCID vs WYNN
-26.4%
-44.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -6.6% | -3.9% | -2.7% | -5.4% |
| 30D | -30.1% | -9.3% | -20.9% | -28.0% |
| 3M | -17.6% | -11.4% | -6.2% | -14.3% |
| 6M | -54.4% | -11.0% | -43.5% | -53.0% |
| YTD | -55.7% | -23.4% | -32.4% | -53.1% |
| 1Y | -71.0% | -24.8% | -46.2% | -69.3% |
| All | -71.0% | -26.4% | -44.7% | -69.3% |
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