+20.1%
LYB vs LCID
-95.8%
+115.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.3% |
| 7D | -3.1% | -9.3% | +6.2% | -2.6% |
| 30D | +4.0% | -35.4% | +39.4% | +6.4% |
| 3M | +2.4% | -17.1% | +19.5% | +2.2% |
| 6M | -1.4% | -58.9% | +57.5% | +2.3% |
| YTD | +53.9% | -59.6% | +113.5% | +59.5% |
| 1Y | +26.1% | -78.0% | +104.1% | +35.2% |
| 3Y | -21.0% | -92.7% | +71.7% | -12.7% |
| 5Y | -0.7% | -97.8% | +97.1% | +12.1% |
| All | +20.1% | -95.8% | +115.9% | +33.2% |
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 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