-4.4%
ON vs LCID
-93.0%
+88.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.2% |
| 7D | -11.7% | +8.9% | -20.6% | -12.9% |
| 30D | -23.3% | -15.4% | -7.8% | -21.6% |
| 3M | -19.2% | -52.9% | +33.7% | -9.9% |
| 6M | -40.1% | -46.8% | +6.7% | -36.4% |
| YTD | +16.9% | -68.9% | +85.8% | +35.5% |
| 1Y | +29.7% | -81.7% | +111.4% | +67.7% |
| 3Y | -4.4% | -92.4% | +88.0% | +43.5% |
| All | -4.4% | -93.0% | +88.6% | +43.5% |
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