+568.2%
P vs LCID
-96.8%
+665.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +2.4% |
| 7D | -23.8% | +8.9% | -32.7% | -24.5% |
| 30D | -36.6% | -15.4% | -21.2% | -35.6% |
| 3M | +10.9% | -52.9% | +63.7% | +19.5% |
| 6M | +30.0% | -46.8% | +76.8% | +35.7% |
| YTD | +44.4% | -68.9% | +113.3% | +59.0% |
| 1Y | +3.9% | -81.7% | +85.6% | +21.0% |
| 3Y | +176.6% | -92.4% | +269.0% | +234.9% |
| 5Y | +249.3% | -99.2% | +348.5% | +397.2% |
| All | +568.2% | -96.8% | +665.0% | +886.7% |
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