-92.7%
LCID vs ZCMD
-100.0%
+7.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +4.0% | -11.8% | -7.8% |
| 7D | -9.3% | -4.1% | -5.2% | -9.3% |
| 30D | -35.4% | -22.7% | -12.7% | -35.3% |
| 3M | -17.1% | -62.5% | +45.4% | -18.3% |
| 6M | -58.9% | -99.5% | +40.5% | -56.1% |
| YTD | -59.6% | -99.7% | +40.1% | -55.5% |
| 1Y | -78.0% | -99.9% | +21.9% | -75.1% |
| All | -92.7% | -100.0% | +7.3% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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