-97.9%
LCID vs ZCMD
-100.0%
+2.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | -9.1% | -2.0% | -7.1% | -9.1% |
| 30D | -37.6% | -19.8% | -17.8% | -37.5% |
| 3M | -11.1% | -62.1% | +51.0% | -12.7% |
| 6M | -59.2% | -99.5% | +40.3% | -55.7% |
| YTD | -60.5% | -99.7% | +39.3% | -55.8% |
| 1Y | -78.5% | -99.9% | +21.4% | -75.2% |
| 3Y | -92.8% | -100.0% | +7.1% | -91.1% |
| 5Y | -97.9% | -100.0% | +2.1% | -97.3% |
| All | -97.9% | -100.0% | +2.1% | -97.3% |
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