+56.1%
LMT vs LCID
-95.8%
+152.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.6% | -2.2% |
| 7D | -1.3% | -9.3% | +8.0% | -1.4% |
| 30D | -12.5% | -35.4% | +22.9% | -12.6% |
| 3M | -0.5% | -17.1% | +16.6% | -0.6% |
| 6M | -20.0% | -58.9% | +38.9% | -20.2% |
| YTD | +10.4% | -59.6% | +70.0% | +10.2% |
| 1Y | +17.7% | -78.0% | +95.7% | +17.1% |
| 3Y | +34.3% | -92.7% | +127.0% | +33.4% |
| 5Y | +71.8% | -97.8% | +169.7% | +70.2% |
| All | +56.1% | -95.8% | +152.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling