+61.3%
LNT vs LCID
-95.8%
+157.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -1.0% |
| 7D | +0.2% | -9.3% | +9.5% | +0.2% |
| 30D | -0.5% | -35.4% | +34.9% | -0.3% |
| 3M | -5.5% | -17.1% | +11.6% | -5.6% |
| 6M | -3.8% | -58.9% | +55.1% | -3.2% |
| YTD | +6.8% | -59.6% | +66.4% | +7.4% |
| 1Y | +9.3% | -78.0% | +87.3% | +10.6% |
| 3Y | +47.9% | -92.7% | +140.6% | +49.9% |
| 5Y | +31.6% | -97.8% | +129.4% | +34.0% |
| All | +61.3% | -95.8% | +157.2% | +77.0% |
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