+127.4%
LIN vs LCID
-96.8%
+224.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -1.4% |
| 7D | +0.2% | +8.9% | -8.7% | -0.1% |
| 30D | +6.5% | -15.4% | +21.9% | +6.8% |
| 3M | +5.5% | -52.9% | +58.3% | +7.5% |
| 6M | +3.3% | -46.8% | +50.2% | +4.4% |
| YTD | +22.0% | -68.9% | +90.9% | +25.1% |
| 1Y | +25.7% | -81.7% | +107.4% | +31.1% |
| 3Y | +36.2% | -92.4% | +128.6% | +43.5% |
| 5Y | +66.1% | -99.2% | +165.3% | +83.6% |
| All | +127.4% | -96.8% | +224.2% | +144.7% |
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