+110.2%
LLY vs LCID
-92.6%
+202.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -2.1% | -6.6% | +4.4% | -1.9% |
| 30D | -1.6% | -30.1% | +28.5% | -0.3% |
| 3M | +2.3% | -17.6% | +19.9% | +2.1% |
| 6M | +14.9% | -54.4% | +69.3% | +16.8% |
| YTD | +7.5% | -55.7% | +63.2% | +9.2% |
| 1Y | +55.7% | -71.0% | +126.7% | +59.6% |
| All | +110.2% | -92.6% | +202.8% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling