+336.3%
LSCC vs LCID
-96.4%
+432.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.7% | +13.0% | +10.8% |
| 7D | +14.5% | +8.9% | +5.6% | +12.8% |
| 30D | -0.1% | +6.8% | -6.9% | -1.7% |
| 3M | -2.7% | -45.2% | +42.6% | +6.7% |
| 6M | -4.8% | -39.1% | +34.3% | -0.1% |
| YTD | +66.9% | -65.3% | +132.1% | +89.8% |
| 1Y | +85.8% | -78.4% | +164.2% | +128.6% |
| 3Y | +115.6% | -90.3% | +205.9% | +180.3% |
| 5Y | +48.8% | -99.2% | +148.0% | +158.6% |
| All | +336.3% | -96.4% | +432.7% | +674.9% |
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