-27.4%
ON vs LCID
-92.3%
+64.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.3% |
| 7D | -2.2% | +1.8% | -3.9% | -2.4% |
| 30D | -12.4% | -34.2% | +21.8% | -6.8% |
| 3M | -41.2% | -9.1% | -32.1% | -42.6% |
| 6M | +25.0% | -52.6% | +77.6% | +37.4% |
| YTD | +31.3% | -56.2% | +87.5% | +45.0% |
| 1Y | +45.4% | -74.9% | +120.3% | +79.4% |
| 3Y | -27.4% | -92.1% | +64.7% | +4.5% |
| All | -27.4% | -92.3% | +64.9% | +4.5% |
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