+85.8%
LSCC vs LCID
-93.0%
+178.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +5.3% |
| 7D | +13.0% | +8.9% | +4.0% | +11.3% |
| 30D | -19.8% | -15.4% | -4.4% | -17.9% |
| 3M | -18.4% | -52.9% | +34.5% | -8.2% |
| 6M | -16.1% | -46.8% | +30.7% | -9.7% |
| YTD | +42.7% | -68.9% | +111.6% | +66.4% |
| 1Y | +68.0% | -81.7% | +149.7% | +114.5% |
| 3Y | +85.8% | -92.4% | +178.2% | +165.5% |
| All | +85.8% | -93.0% | +178.9% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling