+38.6%
LOW vs LCID
-95.8%
+134.4%
-33.9%
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% | -0.6% |
| 7D | -0.6% | -9.3% | +8.7% | 0.0% |
| 30D | -9.3% | -35.4% | +26.1% | -6.6% |
| 3M | -8.1% | -17.1% | +9.0% | -8.0% |
| 6M | -19.8% | -58.9% | +39.2% | -15.9% |
| YTD | -16.4% | -59.6% | +43.2% | -12.6% |
| 1Y | -24.7% | -78.0% | +53.3% | -18.0% |
| 3Y | -8.8% | -92.7% | +83.9% | +3.3% |
| 5Y | +7.8% | -97.8% | +105.6% | +28.2% |
| All | +38.6% | -95.8% | +134.4% | +55.4% |
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