+38.9%
ORLY vs LCID
-92.2%
+131.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +0.7% |
| 7D | +2.6% | -10.2% | +12.7% | +2.6% |
| 30D | +6.3% | -10.2% | +16.5% | +6.3% |
| 3M | -0.4% | -54.1% | +53.7% | -0.4% |
| 6M | +2.8% | -53.8% | +56.5% | +2.9% |
| YTD | +1.1% | -72.0% | +73.1% | +1.3% |
| 1Y | -6.3% | -80.5% | +74.3% | -6.3% |
| 3Y | +38.9% | -92.6% | +131.4% | +36.4% |
| All | +38.9% | -92.2% | +131.0% | +36.4% |
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