-16.7%
LEN vs LCID
-90.9%
+74.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +2.3% |
| 7D | +0.6% | +20.0% | -19.4% | -1.3% |
| 30D | +19.4% | -5.0% | +24.4% | +19.5% |
| 3M | +4.5% | -48.9% | +53.4% | +10.4% |
| 6M | +4.9% | -43.2% | +48.1% | +8.1% |
| YTD | -8.9% | -65.9% | +57.0% | -2.3% |
| 1Y | -23.0% | -79.2% | +56.2% | -13.6% |
| 3Y | -16.7% | -90.4% | +73.7% | +0.8% |
| All | -16.7% | -90.9% | +74.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling