+156.4%
META vs LCID
-96.3%
+252.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.4% |
| 7D | +3.3% | +24.8% | -21.6% | +1.0% |
| 30D | -10.8% | -0.5% | -10.2% | -11.1% |
| 3M | +7.9% | -43.0% | +50.9% | +13.1% |
| 6M | +5.4% | -40.5% | +45.9% | +8.2% |
| YTD | -2.6% | -64.3% | +61.8% | +4.3% |
| 1Y | +1.9% | -78.1% | +79.9% | +14.2% |
| 3Y | +97.0% | -90.1% | +187.0% | +124.6% |
| 5Y | +97.6% | -99.1% | +196.7% | +172.2% |
| All | +156.4% | -96.3% | +252.7% | +278.9% |
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