+93.4%
META vs LCID
-93.7%
+187.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -3.3% |
| 7D | -3.1% | -6.9% | +3.8% | -2.8% |
| 30D | -18.1% | -28.4% | +10.3% | -16.7% |
| 3M | +2.9% | -55.5% | +58.4% | +7.1% |
| 6M | +0.2% | -52.3% | +52.5% | +2.9% |
| YTD | -8.1% | -71.8% | +63.7% | -3.0% |
| 1Y | -4.5% | -82.7% | +78.2% | +3.0% |
| All | +93.4% | -93.7% | +187.1% | +107.6% |
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