+38.1%
O vs LCID
-93.0%
+131.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.0% |
| 7D | +3.7% | +8.9% | -5.2% | +3.4% |
| 30D | +11.2% | -15.4% | +26.6% | +11.5% |
| 3M | -4.0% | -52.9% | +48.9% | -2.4% |
| 6M | -5.2% | -46.8% | +41.6% | -4.3% |
| YTD | +9.5% | -68.9% | +78.4% | +12.2% |
| 1Y | +10.6% | -81.7% | +92.3% | +15.6% |
| 3Y | +38.1% | -92.4% | +130.5% | +49.1% |
| All | +38.1% | -93.0% | +131.1% | +49.1% |
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