+57.3%
LLY vs LCID
-79.4%
+136.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.6% | -11.0% | -0.2% |
| 7D | +10.1% | -1.2% | +11.2% | +10.1% |
| 30D | +24.0% | -19.2% | +43.2% | +25.6% |
| 3M | +27.3% | -56.7% | +84.0% | +34.5% |
| 6M | +47.0% | -49.6% | +96.6% | +50.9% |
| YTD | +32.6% | -68.1% | +100.7% | +39.2% |
| 1Y | +57.3% | -79.4% | +136.7% | +69.8% |
| All | +57.3% | -79.4% | +136.7% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling