+69.8%
QCOM vs LCID
-96.8%
+166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.4% | -4.9% | +4.2% |
| 7D | +0.4% | +8.9% | -8.6% | -0.6% |
| 30D | -6.6% | -15.4% | +8.8% | -4.9% |
| 3M | +3.7% | -52.9% | +56.6% | +13.0% |
| 6M | -13.3% | -46.8% | +33.5% | -8.7% |
| YTD | -1.8% | -68.9% | +67.1% | +9.3% |
| 1Y | -2.5% | -81.7% | +79.2% | +15.3% |
| 3Y | +47.0% | -92.4% | +139.4% | +81.0% |
| 5Y | +13.1% | -99.2% | +112.3% | +68.5% |
| All | +69.8% | -96.8% | +166.6% | +139.4% |
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