+604.3%
P vs LCID
-96.3%
+700.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.6% | -1.4% |
| 7D | -13.3% | +24.8% | -38.2% | -15.4% |
| 30D | -34.0% | -0.5% | -33.5% | -34.1% |
| 3M | +4.1% | -43.0% | +47.0% | +9.9% |
| 6M | +30.5% | -40.5% | +71.0% | +34.5% |
| YTD | +52.2% | -64.3% | +116.5% | +65.1% |
| 1Y | +10.3% | -78.1% | +88.3% | +25.9% |
| 3Y | +180.9% | -90.1% | +270.9% | +230.7% |
| 5Y | +259.7% | -99.1% | +358.8% | +403.7% |
| All | +604.3% | -96.3% | +700.6% | +924.5% |
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