+15.4%
LEN vs LCID
-95.8%
+111.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +1.1% |
| 7D | -3.4% | -9.3% | +6.0% | -2.6% |
| 30D | -5.7% | -35.4% | +29.7% | -2.2% |
| 3M | -12.2% | -17.1% | +4.9% | -12.1% |
| 6M | -18.3% | -58.9% | +40.7% | -13.4% |
| YTD | -20.2% | -59.6% | +39.4% | -15.7% |
| 1Y | -40.1% | -78.0% | +37.9% | -33.5% |
| 3Y | -26.2% | -92.7% | +66.5% | -14.1% |
| 5Y | -9.8% | -97.8% | +88.0% | +11.9% |
| All | +15.4% | -95.8% | +111.2% | +19.8% |
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