+59.2%
LDOS vs LCID
-96.8%
+156.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -2.7% |
| 7D | -7.2% | +8.9% | -16.1% | -7.6% |
| 30D | +16.8% | -15.4% | +32.3% | +17.4% |
| 3M | -1.6% | -52.9% | +51.3% | +1.2% |
| 6M | -1.0% | -46.8% | +45.9% | +0.6% |
| YTD | -25.8% | -68.9% | +43.1% | -23.1% |
| 1Y | -31.1% | -81.7% | +50.6% | -27.5% |
| 3Y | +32.8% | -92.4% | +125.2% | +41.0% |
| 5Y | +49.4% | -99.2% | +148.6% | +66.4% |
| All | +59.2% | -96.8% | +156.0% | +91.9% |
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