+403.1%
PL vs LCID
-93.7%
+496.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -11.6% | +1.5% | -6.9% |
| 7D | -20.5% | -6.9% | -13.7% | -19.1% |
| 30D | -38.8% | -28.4% | -10.4% | -33.2% |
| 3M | -49.1% | -55.5% | +6.4% | -36.9% |
| 6M | -69.4% | -52.3% | -17.1% | -64.1% |
| YTD | -42.3% | -71.8% | +29.5% | -22.6% |
| 1Y | -14.2% | -82.7% | +68.5% | +30.7% |
| All | +403.1% | -93.7% | +496.8% | +804.9% |
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