+18.6%
LYB vs LCID
-95.9%
+114.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +0.3% | -9.8% | +10.1% | +0.8% |
| 30D | +2.5% | -35.5% | +37.9% | +4.8% |
| 3M | +1.4% | -18.4% | +19.8% | +1.3% |
| 6M | -3.5% | -60.5% | +57.0% | +0.4% |
| YTD | +52.0% | -60.1% | +112.1% | +57.6% |
| 1Y | +22.1% | -78.8% | +100.8% | +31.1% |
| 3Y | -22.8% | -92.8% | +70.0% | -14.6% |
| 5Y | -3.4% | -97.9% | +94.5% | +9.3% |
| All | +18.6% | -95.9% | +114.4% | +31.6% |
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