-99.2%
LCID vs ZCMD
-100.0%
+0.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -2.7% |
| 7D | +8.9% | +1.4% | +7.6% | +8.9% |
| 30D | +6.8% | -29.9% | +36.7% | +7.5% |
| 3M | -45.2% | -54.9% | +9.6% | -44.6% |
| 6M | -39.1% | -99.7% | +60.5% | -33.3% |
| YTD | -65.3% | -99.9% | +34.6% | -60.6% |
| 1Y | -78.4% | -99.9% | +21.5% | -75.1% |
| 3Y | -90.3% | -100.0% | +9.7% | -87.7% |
| All | -99.2% | -100.0% | +0.8% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling