+311.9%
LSCC vs LCID
-95.4%
+407.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | +1.3% | -6.6% | +7.9% | +2.4% |
| 30D | -9.7% | -30.1% | +20.5% | -4.3% |
| 3M | -23.7% | -17.6% | -6.1% | -23.2% |
| 6M | +26.5% | -54.4% | +80.9% | +39.8% |
| YTD | +57.5% | -55.7% | +113.2% | +73.3% |
| 1Y | +75.7% | -71.0% | +146.7% | +106.2% |
| 3Y | +19.5% | -92.6% | +112.1% | +62.9% |
| 5Y | +83.8% | -97.6% | +181.4% | +190.9% |
| All | +311.9% | -95.4% | +407.3% | +607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling