+225.0%
ON vs LCID
-96.3%
+321.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.1% |
| 7D | -4.1% | +24.8% | -29.0% | -7.7% |
| 30D | -10.2% | -0.5% | -9.7% | -10.6% |
| 3M | -12.7% | -43.0% | +30.2% | -4.9% |
| 6M | -32.5% | -40.5% | +8.0% | -29.6% |
| YTD | +28.6% | -64.3% | +92.9% | +44.7% |
| 1Y | +43.4% | -78.1% | +121.5% | +76.2% |
| 3Y | +3.3% | -90.1% | +93.4% | +35.7% |
| 5Y | +22.5% | -99.1% | +121.6% | +116.3% |
| All | +225.0% | -96.3% | +321.3% | +446.2% |
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