+132.2%
LLY vs LCID
-93.0%
+225.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.2% |
| 7D | -4.5% | +8.9% | -13.4% | -4.8% |
| 30D | +13.9% | -15.4% | +29.3% | +14.5% |
| 3M | +13.8% | -52.9% | +66.6% | +16.8% |
| 6M | +37.6% | -46.8% | +84.5% | +39.4% |
| YTD | +26.6% | -68.9% | +95.5% | +30.0% |
| 1Y | +45.3% | -81.7% | +127.0% | +50.9% |
| 3Y | +132.2% | -92.4% | +224.6% | +138.8% |
| All | +132.2% | -93.0% | +225.2% | +138.8% |
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 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