+651.8%
NET vs LCID
-95.4%
+747.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -7.0% | -6.6% | -0.4% | -5.7% |
| 30D | -4.8% | -30.1% | +25.4% | +2.5% |
| 3M | +3.8% | -17.6% | +21.4% | +3.9% |
| 6M | +50.0% | -54.4% | +104.5% | +69.3% |
| YTD | +41.5% | -55.7% | +97.2% | +58.5% |
| 1Y | +32.8% | -71.0% | +103.9% | +62.7% |
| 3Y | +335.9% | -92.6% | +428.5% | +558.5% |
| 5Y | +113.8% | -97.6% | +211.4% | +338.2% |
| All | +651.8% | -95.4% | +747.2% | +1,715.9% |
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