-50.9%
LYFT vs LCID
-95.9%
+45.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -13.1% | -9.1% | -3.9% | -11.3% |
| 30D | -14.4% | -37.6% | +23.2% | -5.9% |
| 3M | +12.2% | -11.1% | +23.2% | +10.9% |
| 6M | +13.4% | -59.2% | +72.5% | +30.6% |
| YTD | -22.5% | -60.5% | +38.0% | -10.6% |
| 1Y | -20.8% | -78.5% | +57.7% | +3.3% |
| 3Y | +38.8% | -92.8% | +131.7% | +106.2% |
| 5Y | -70.0% | -97.9% | +27.9% | -46.0% |
| All | -50.9% | -95.9% | +45.0% | -7.3% |
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