+139.5%
LLY vs LCID
-90.3%
+229.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +1.4% | +8.9% | -7.5% | +1.0% |
| 30D | +21.5% | +6.8% | +14.7% | +21.0% |
| 3M | +18.5% | -45.2% | +63.7% | +20.9% |
| 6M | +49.1% | -39.1% | +88.2% | +50.2% |
| YTD | +34.4% | -65.3% | +99.7% | +37.3% |
| 1Y | +46.3% | -78.4% | +124.7% | +50.9% |
| All | +139.5% | -90.3% | +229.7% | +141.5% |
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