+610.2%
P vs LCID
-96.5%
+706.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +5.3% |
| 7D | -9.6% | +20.0% | -29.6% | -11.4% |
| 30D | -33.4% | -5.0% | -28.4% | -33.2% |
| 3M | +14.2% | -48.9% | +63.1% | +22.0% |
| 6M | +31.6% | -43.2% | +74.8% | +36.4% |
| YTD | +53.5% | -65.9% | +119.4% | +67.4% |
| 1Y | +14.2% | -79.2% | +93.3% | +31.1% |
| 3Y | +190.5% | -90.4% | +280.9% | +243.4% |
| 5Y | +256.3% | -99.2% | +355.5% | +404.5% |
| All | +610.2% | -96.5% | +706.7% | +938.6% |
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