+273.2%
LSCC vs LCID
-96.8%
+370.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +5.4% |
| 7D | +13.0% | +8.9% | +4.0% | +11.3% |
| 30D | -19.8% | -15.4% | -4.4% | -18.0% |
| 3M | -18.4% | -52.9% | +34.5% | -8.2% |
| 6M | -16.1% | -46.8% | +30.7% | -9.9% |
| YTD | +42.7% | -68.9% | +111.6% | +65.5% |
| 1Y | +68.0% | -81.7% | +149.7% | +112.5% |
| 3Y | +85.8% | -92.4% | +178.2% | +151.5% |
| 5Y | +28.0% | -99.2% | +127.3% | +125.6% |
| All | +273.2% | -96.8% | +370.0% | +575.6% |
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