+734.3%
LITE vs LCID
-97.1%
+831.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.2% | +4.7% | -3.3% |
| 7D | +10.8% | -10.2% | +21.0% | +12.2% |
| 30D | -33.4% | -10.2% | -23.3% | -32.7% |
| 3M | -32.2% | -54.1% | +21.9% | -25.7% |
| 6M | -42.1% | -53.8% | +11.7% | -38.0% |
| YTD | +61.9% | -72.0% | +133.9% | +83.4% |
| 1Y | +163.0% | -80.5% | +243.5% | +212.3% |
| 3Y | +1,358.0% | -92.6% | +1,450.6% | +1,751.1% |
| 5Y | +549.9% | -99.3% | +649.2% | +840.0% |
| All | +734.3% | -97.1% | +831.4% | +1,088.9% |
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