+177.5%
ORLY vs LCID
-95.9%
+273.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -2.4% | -9.8% | +7.5% | -2.3% |
| 30D | -6.8% | -35.5% | +28.7% | -6.4% |
| 3M | -4.8% | -18.4% | +13.6% | -4.7% |
| 6M | -9.1% | -60.5% | +51.4% | -8.5% |
| YTD | -5.9% | -60.1% | +54.2% | -5.3% |
| 1Y | -20.4% | -78.8% | +58.4% | -19.6% |
| 3Y | +36.6% | -92.8% | +129.4% | +38.6% |
| 5Y | +117.3% | -97.9% | +215.2% | +122.5% |
| All | +177.5% | -95.9% | +273.4% | +187.0% |
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