+587.2%
P vs LCID
-95.4%
+682.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.2% |
| 7D | +6.5% | -6.6% | +13.1% | +7.3% |
| 30D | +18.8% | -30.1% | +49.0% | +23.2% |
| 3M | +26.7% | -17.6% | +44.4% | +26.8% |
| 6M | +62.2% | -54.4% | +116.6% | +72.7% |
| YTD | +48.5% | -55.7% | +104.2% | +58.0% |
| 1Y | +26.4% | -71.0% | +97.4% | +40.1% |
| 3Y | +159.4% | -92.6% | +252.1% | +215.1% |
| 5Y | +275.8% | -97.6% | +373.4% | +389.2% |
| All | +587.2% | -95.4% | +682.7% | +880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling