+95.1%
META vs LCID
-93.0%
+188.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | +0.3% |
| 7D | -0.8% | +8.9% | -9.7% | -1.3% |
| 30D | -15.4% | -15.4% | 0.0% | -14.8% |
| 3M | +3.5% | -52.9% | +56.4% | +7.4% |
| 6M | -0.3% | -46.8% | +46.6% | +1.8% |
| YTD | -7.3% | -68.9% | +61.5% | -2.8% |
| 1Y | -1.1% | -81.7% | +80.6% | +6.4% |
| 3Y | +95.1% | -92.4% | +187.4% | +108.2% |
| All | +95.1% | -93.0% | +188.1% | +108.2% |
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 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