+63.0%
LDOS vs LCID
-97.1%
+160.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.6% | +11.7% | +0.6% |
| 7D | -3.7% | -6.9% | +3.2% | -3.5% |
| 30D | +16.4% | -28.4% | +44.8% | +17.8% |
| 3M | +7.4% | -55.5% | +62.9% | +10.7% |
| 6M | -0.3% | -52.3% | +52.0% | +1.8% |
| YTD | -24.0% | -71.8% | +47.8% | -21.0% |
| 1Y | -29.6% | -82.7% | +53.1% | -25.7% |
| 3Y | +35.1% | -93.5% | +128.7% | +44.4% |
| 5Y | +52.9% | -99.3% | +152.2% | +71.1% |
| All | +63.0% | -97.1% | +160.1% | +97.3% |
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