+76.4%
LNT vs LCID
-96.4%
+172.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | -0.2% | +8.9% | -9.1% | -0.3% |
| 30D | +11.6% | +6.8% | +4.8% | +11.5% |
| 3M | +8.2% | -45.2% | +53.4% | +8.5% |
| 6M | +3.1% | -39.1% | +42.3% | +3.3% |
| YTD | +16.8% | -65.3% | +82.1% | +17.5% |
| 1Y | +11.6% | -78.4% | +90.0% | +12.9% |
| 3Y | +67.4% | -90.3% | +157.7% | +69.6% |
| 5Y | +56.8% | -99.2% | +155.9% | +56.7% |
| All | +76.4% | -96.4% | +172.8% | +93.6% |
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