+59.9%
LOW vs LCID
-97.1%
+157.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.8% |
| 7D | +1.4% | -10.2% | +11.6% | +2.1% |
| 30D | +21.7% | -10.2% | +31.9% | +22.2% |
| 3M | +5.0% | -54.1% | +59.1% | +10.3% |
| 6M | +4.6% | -53.8% | +58.4% | +8.5% |
| YTD | -3.5% | -72.0% | +68.6% | +3.1% |
| 1Y | +0.5% | -80.5% | +81.1% | +10.0% |
| 3Y | +24.8% | -92.6% | +117.4% | +40.9% |
| 5Y | +6.5% | -99.3% | +105.8% | +33.0% |
| All | +59.9% | -97.1% | +157.0% | +83.2% |
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