+143.9%
META vs LCID
-96.8%
+240.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -0.1% |
| 7D | -0.8% | +8.9% | -9.7% | -1.7% |
| 30D | -15.4% | -15.4% | 0.0% | -14.4% |
| 3M | +3.5% | -52.9% | +56.4% | +10.5% |
| 6M | -0.3% | -46.8% | +46.6% | +3.5% |
| YTD | -7.3% | -68.9% | +61.5% | +0.6% |
| 1Y | -1.1% | -81.7% | +80.6% | +12.8% |
| 3Y | +95.1% | -92.4% | +187.4% | +128.8% |
| 5Y | +80.6% | -99.2% | +179.8% | +152.2% |
| All | +143.9% | -96.8% | +240.7% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling