-70.4%
LYFT vs LCID
-97.9%
+27.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -8.4% | -9.8% | +1.5% | -5.8% |
| 30D | -7.6% | -35.5% | +27.9% | +3.1% |
| 3M | +11.7% | -18.4% | +30.1% | +12.4% |
| 6M | +15.1% | -60.5% | +75.6% | +38.8% |
| YTD | -20.9% | -60.1% | +39.2% | -5.7% |
| 1Y | -16.4% | -78.8% | +62.4% | +17.8% |
| 3Y | +35.2% | -92.8% | +128.0% | +126.0% |
| All | -70.4% | -97.9% | +27.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling