+106.0%
LYV vs LCID
-92.9%
+198.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -1.9% | -9.8% | +7.9% | -1.2% |
| 30D | -8.2% | -35.5% | +27.3% | -5.2% |
| 3M | -1.3% | -18.4% | +17.1% | -0.9% |
| 6M | +2.6% | -60.5% | +63.1% | +8.8% |
| YTD | +19.4% | -60.1% | +79.5% | +26.0% |
| 1Y | -2.2% | -78.8% | +76.5% | +7.7% |
| 3Y | +106.0% | -92.8% | +198.8% | +152.7% |
| All | +106.0% | -92.9% | +198.9% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling