+482.6%
LLY vs LCID
-99.3%
+581.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.4% | +1.5% |
| 7D | +6.6% | -10.2% | +16.8% | +7.0% |
| 30D | +19.4% | -10.2% | +29.6% | +19.7% |
| 3M | +19.6% | -54.1% | +73.7% | +22.5% |
| 6M | +42.6% | -53.8% | +96.3% | +45.0% |
| YTD | +35.0% | -72.0% | +107.0% | +39.0% |
| 1Y | +42.0% | -80.5% | +122.5% | +47.4% |
| 3Y | +140.5% | -92.6% | +233.1% | +152.4% |
| All | +482.6% | -99.3% | +581.9% | +540.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling