-92.8%
LCID vs WYNN
-5.1%
-87.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -9.8% | -4.2% | -5.6% | -8.0% |
| 30D | -35.5% | -14.6% | -20.9% | -30.7% |
| 3M | -18.4% | -18.4% | 0.0% | -10.7% |
| 6M | -60.5% | -11.9% | -48.6% | -58.3% |
| YTD | -60.1% | -26.6% | -33.5% | -54.4% |
| 1Y | -78.8% | -28.5% | -50.3% | -75.9% |
| 3Y | -92.8% | -5.1% | -87.7% | -93.6% |
| All | -92.8% | -5.1% | -87.7% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling