+77.0%
QCOM vs LCID
-97.1%
+174.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.2% | +6.6% | -1.5% |
| 7D | +4.3% | -10.2% | +14.5% | +5.5% |
| 30D | -0.1% | -10.2% | +10.1% | +1.0% |
| 3M | +5.2% | -54.1% | +59.3% | +14.9% |
| 6M | -18.4% | -53.8% | +35.4% | -12.6% |
| YTD | +2.4% | -72.0% | +74.5% | +15.3% |
| 1Y | +0.9% | -80.5% | +81.4% | +18.3% |
| 3Y | +48.4% | -92.6% | +140.9% | +83.1% |
| 5Y | +16.6% | -99.3% | +115.9% | +76.2% |
| All | +77.0% | -97.1% | +174.1% | +152.6% |
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