+618.5%
NET vs LCID
-96.7%
+715.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.6% | -14.2% | -5.1% |
| 7D | -16.4% | -1.2% | -15.2% | -16.3% |
| 30D | -25.8% | -19.2% | -6.7% | -22.8% |
| 3M | -11.5% | -56.7% | +45.2% | +4.5% |
| 6M | +18.9% | -49.6% | +68.5% | +30.5% |
| YTD | +35.2% | -68.1% | +103.3% | +61.3% |
| 1Y | +14.5% | -79.4% | +93.9% | +50.7% |
| 3Y | +313.8% | -92.7% | +406.5% | +508.5% |
| 5Y | +32.6% | -99.1% | +131.7% | +203.6% |
| All | +618.5% | -96.7% | +715.3% | +1,747.3% |
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 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