+198.3%
LYV vs LCID
-95.8%
+294.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.5% | +0.4% |
| 7D | -5.3% | -9.3% | +4.0% | -4.5% |
| 30D | -7.9% | -35.4% | +27.5% | -4.4% |
| 3M | +4.5% | -17.1% | +21.6% | +4.6% |
| 6M | +2.5% | -58.9% | +61.5% | +9.1% |
| YTD | +19.3% | -59.6% | +78.9% | +26.5% |
| 1Y | -0.2% | -78.0% | +77.8% | +11.3% |
| 3Y | +110.0% | -92.7% | +202.7% | +146.9% |
| 5Y | +96.8% | -97.8% | +194.6% | +152.0% |
| All | +198.3% | -95.8% | +294.1% | +333.8% |
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