+653.2%
LITE vs LCID
-96.8%
+750.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +4.3% |
| 7D | -35.9% | +8.9% | -44.9% | -36.6% |
| 30D | -51.5% | -15.4% | -36.1% | -50.6% |
| 3M | -35.7% | -52.9% | +17.1% | -29.7% |
| 6M | -43.0% | -46.8% | +3.9% | -40.0% |
| YTD | +46.1% | -68.9% | +115.0% | +63.4% |
| 1Y | +124.7% | -81.7% | +206.4% | +169.5% |
| 3Y | +1,172.1% | -92.4% | +1,264.4% | +1,506.8% |
| 5Y | +477.0% | -99.2% | +576.2% | +722.6% |
| All | +653.2% | -96.8% | +750.0% | +959.1% |
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