+35.1%
LSCC vs LCID
-99.3%
+134.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.2% | +3.7% | -3.5% |
| 7D | +7.0% | -10.2% | +17.2% | +9.2% |
| 30D | -2.3% | -10.2% | +7.9% | -0.9% |
| 3M | -12.5% | -54.1% | +41.6% | +1.5% |
| 6M | -10.6% | -53.8% | +43.2% | +0.2% |
| YTD | +52.7% | -72.0% | +124.7% | +87.0% |
| 1Y | +74.0% | -80.5% | +154.5% | +129.8% |
| 3Y | +104.8% | -92.6% | +197.4% | +199.6% |
| All | +35.1% | -99.3% | +134.5% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling