-11.4%
LVS vs LCID
-97.1%
+85.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.2% | +11.9% | +3.5% |
| 7D | -0.8% | -10.2% | +9.3% | 0.0% |
| 30D | +10.0% | -10.2% | +20.2% | +10.5% |
| 3M | -11.0% | -54.1% | +43.1% | -5.3% |
| 6M | -20.1% | -53.8% | +33.6% | -16.3% |
| YTD | -36.3% | -72.0% | +35.7% | -30.7% |
| 1Y | -36.8% | -80.5% | +43.7% | -29.1% |
| 3Y | -9.5% | -92.6% | +83.0% | +5.7% |
| 5Y | +9.3% | -99.3% | +108.6% | +50.5% |
| All | -11.4% | -97.1% | +85.7% | +32.2% |
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