+834.7%
LLY vs LCID
-96.8%
+931.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.1% |
| 7D | -4.5% | +8.9% | -13.4% | -4.8% |
| 30D | +13.9% | -15.4% | +29.3% | +14.4% |
| 3M | +13.8% | -52.9% | +66.6% | +16.3% |
| 6M | +37.6% | -46.8% | +84.5% | +39.3% |
| YTD | +26.6% | -68.9% | +95.5% | +29.9% |
| 1Y | +45.3% | -81.7% | +127.0% | +51.1% |
| 3Y | +132.2% | -92.4% | +224.6% | +143.4% |
| 5Y | +434.7% | -99.2% | +533.9% | +486.0% |
| All | +834.7% | -96.8% | +931.5% | +620.0% |
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