+81.2%
QCOM vs LCID
-96.4%
+177.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.4% | +2.1% |
| 7D | +2.0% | +8.9% | -7.0% | +0.9% |
| 30D | +1.2% | +6.8% | -5.6% | +0.2% |
| 3M | +9.1% | -45.2% | +54.4% | +16.6% |
| 6M | -25.0% | -39.1% | +14.2% | -22.3% |
| YTD | +4.8% | -65.3% | +70.1% | +15.0% |
| 1Y | +3.6% | -78.4% | +82.0% | +20.0% |
| 3Y | +51.5% | -90.3% | +141.8% | +81.1% |
| 5Y | +19.7% | -99.2% | +118.9% | +76.5% |
| All | +81.2% | -96.4% | +177.6% | +152.0% |
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