+86.6%
OMC vs LCID
-95.8%
+182.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.8% | +4.3% | -3.2% |
| 7D | -4.2% | -9.3% | +5.1% | -3.9% |
| 30D | -7.5% | -35.4% | +27.9% | -6.0% |
| 3M | +4.6% | -17.1% | +21.7% | +4.7% |
| 6M | -4.8% | -58.9% | +54.1% | -2.3% |
| YTD | -1.0% | -59.6% | +58.6% | +1.5% |
| 1Y | +3.8% | -78.0% | +81.8% | +8.7% |
| 3Y | +10.2% | -92.7% | +102.9% | +17.9% |
| 5Y | +29.7% | -97.8% | +127.6% | +44.0% |
| All | +86.6% | -95.8% | +182.4% | +125.7% |
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