+62.8%
META vs LCID
-97.6%
+160.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +6.7% | -6.6% | +13.3% | +7.5% |
| 30D | +4.8% | -30.1% | +34.9% | +9.0% |
| 3M | -1.6% | -17.6% | +16.0% | -1.5% |
| 6M | -7.5% | -54.4% | +47.0% | -0.9% |
| YTD | -6.4% | -55.7% | +49.3% | 0.0% |
| 1Y | -17.3% | -71.0% | +53.7% | -7.5% |
| 3Y | +109.9% | -92.6% | +202.6% | +165.7% |
| All | +62.8% | -97.6% | +160.4% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling