+167.1%
P vs LCID
-93.7%
+260.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -11.6% | -4.8% | -15.1% |
| 7D | -31.9% | -6.9% | -25.0% | -31.2% |
| 30D | -36.5% | -28.4% | -8.2% | -34.2% |
| 3M | +11.6% | -55.5% | +67.1% | +21.5% |
| 6M | +25.2% | -52.3% | +77.5% | +32.9% |
| YTD | +39.4% | -71.8% | +111.2% | +57.6% |
| 1Y | -3.7% | -82.7% | +79.0% | +15.3% |
| All | +167.1% | -93.7% | +260.8% | +240.8% |
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