+21.2%
LSCC vs LCID
-92.6%
+113.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | +1.3% | -6.6% | +7.9% | +2.5% |
| 30D | -9.7% | -30.1% | +20.5% | -4.3% |
| 3M | -23.7% | -17.6% | -6.1% | -23.1% |
| 6M | +26.5% | -54.4% | +80.9% | +40.7% |
| YTD | +57.5% | -55.7% | +113.2% | +74.2% |
| 1Y | +75.7% | -71.0% | +146.7% | +108.2% |
| All | +21.2% | -92.6% | +113.7% | +77.3% |
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