-8.8%
LVS vs LCID
-90.0%
+81.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.3% |
| 7D | +6.7% | +24.8% | -18.1% | +5.0% |
| 30D | +13.8% | -0.5% | +14.3% | +13.5% |
| 3M | -9.5% | -43.0% | +33.5% | -6.5% |
| 6M | -22.0% | -40.5% | +18.5% | -20.5% |
| YTD | -35.7% | -64.3% | +28.7% | -32.6% |
| 1Y | -36.7% | -78.1% | +41.4% | -31.5% |
| 3Y | -8.8% | -90.1% | +81.2% | +2.1% |
| All | -8.8% | -90.0% | +81.2% | +2.1% |
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