-13.8%
LVS vs LCID
-96.8%
+83.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.3% | +9.1% | -1.2% |
| 7D | -3.9% | +9.2% | -13.1% | -4.8% |
| 30D | +7.1% | -3.0% | +10.0% | +6.9% |
| 3M | -13.2% | -50.2% | +37.0% | -8.2% |
| 6M | -22.8% | -45.8% | +23.0% | -20.2% |
| YTD | -38.0% | -69.2% | +31.2% | -33.1% |
| 1Y | -39.5% | -80.4% | +40.9% | -32.0% |
| 3Y | -12.2% | -91.4% | +79.3% | +1.3% |
| 5Y | +6.4% | -99.3% | +105.7% | +45.4% |
| All | -13.8% | -96.8% | +83.1% | +27.7% |
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