+64.7%
LDOS vs LCID
-96.3%
+161.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +0.9% |
| 7D | +1.9% | +24.8% | -23.0% | +0.9% |
| 30D | +12.8% | -0.5% | +13.3% | +12.6% |
| 3M | -1.0% | -43.0% | +41.9% | +1.0% |
| 6M | +6.2% | -40.5% | +46.7% | +7.4% |
| YTD | -23.2% | -64.3% | +41.1% | -20.9% |
| 1Y | -29.5% | -78.1% | +48.6% | -26.3% |
| 3Y | +37.1% | -90.1% | +127.1% | +44.1% |
| 5Y | +55.6% | -99.1% | +154.7% | +72.3% |
| All | +64.7% | -96.3% | +161.0% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling