+5.8%
LUV vs LCID
-95.9%
+101.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -0.1% | -9.1% | +9.0% | +0.9% |
| 30D | -14.6% | -37.6% | +23.0% | -10.4% |
| 3M | -5.7% | -11.1% | +5.4% | -6.0% |
| 6M | -8.4% | -59.2% | +50.7% | -1.6% |
| YTD | -5.1% | -60.5% | +55.3% | +1.9% |
| 1Y | +26.6% | -78.5% | +105.1% | +43.7% |
| 3Y | +39.7% | -92.8% | +132.5% | +67.0% |
| 5Y | -12.0% | -97.9% | +85.9% | +12.6% |
| All | +5.8% | -95.9% | +101.7% | +37.2% |
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 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