+675.9%
LLY vs LCID
-95.5%
+771.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | -5.1% | -34.2% | +29.2% | -3.8% |
| 3M | -2.1% | -9.1% | +7.1% | -2.3% |
| 6M | +13.8% | -52.6% | +66.5% | +15.6% |
| YTD | +5.1% | -56.2% | +61.3% | +6.8% |
| 1Y | +53.1% | -74.9% | +128.0% | +57.7% |
| 3Y | +95.6% | -92.1% | +187.7% | +104.6% |
| 5Y | +361.5% | -97.6% | +459.1% | +386.7% |
| All | +675.9% | -95.5% | +771.4% | +492.0% |
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