+112.0%
ORCL vs LCID
-96.8%
+208.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | +0.1% |
| 7D | -11.2% | +8.9% | -20.1% | -11.7% |
| 30D | -18.8% | -15.4% | -3.4% | -18.0% |
| 3M | -18.8% | -52.9% | +34.1% | -15.0% |
| 6M | -39.7% | -46.8% | +7.1% | -37.9% |
| YTD | -39.6% | -68.9% | +29.2% | -36.1% |
| 1Y | -51.7% | -81.7% | +29.9% | -47.7% |
| 3Y | +10.2% | -92.4% | +102.6% | +21.2% |
| 5Y | +30.8% | -99.2% | +130.0% | +48.2% |
| All | +112.0% | -96.8% | +208.8% | +155.7% |
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