+372.0%
LLY vs LCID
-97.6%
+469.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.1% | -6.6% | +4.4% | -1.9% |
| 30D | -1.6% | -30.1% | +28.5% | -0.5% |
| 3M | +2.3% | -17.6% | +19.9% | +2.2% |
| 6M | +14.9% | -54.4% | +69.3% | +16.6% |
| YTD | +7.5% | -55.7% | +63.2% | +9.0% |
| 1Y | +55.7% | -71.0% | +126.7% | +59.2% |
| 3Y | +110.6% | -92.6% | +203.2% | +119.3% |
| All | +372.0% | -97.6% | +469.7% | +389.1% |
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