+888.8%
LLY vs LCID
-96.3%
+985.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.3% |
| 7D | +1.6% | +24.8% | -23.2% | +0.8% |
| 30D | +21.5% | -0.5% | +22.0% | +21.3% |
| 3M | +16.4% | -43.0% | +59.4% | +18.3% |
| 6M | +51.5% | -40.5% | +92.0% | +52.8% |
| YTD | +33.9% | -64.3% | +98.3% | +36.7% |
| 1Y | +49.1% | -78.1% | +127.2% | +54.1% |
| 3Y | +144.6% | -90.1% | +234.7% | +154.4% |
| 5Y | +466.3% | -99.1% | +565.4% | +517.7% |
| All | +888.8% | -96.3% | +985.1% | +658.1% |
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