+31.2%
OMC vs LCID
-90.9%
+122.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.1% |
| 7D | +5.4% | +20.0% | -14.6% | +4.5% |
| 30D | +15.7% | -5.0% | +20.7% | +15.7% |
| 3M | +4.9% | -48.9% | +53.8% | +7.3% |
| 6M | +17.3% | -43.2% | +60.5% | +18.8% |
| YTD | +13.0% | -65.9% | +79.0% | +16.5% |
| 1Y | +24.1% | -79.2% | +103.3% | +30.3% |
| 3Y | +31.2% | -90.4% | +121.6% | +42.3% |
| All | +31.2% | -90.9% | +122.2% | +42.3% |
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 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