+52.1%
QCOM vs LCID
-90.9%
+143.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +2.5% |
| 7D | +5.8% | +20.0% | -14.2% | +3.6% |
| 30D | -2.3% | -5.0% | +2.7% | -2.0% |
| 3M | +2.7% | -48.9% | +51.6% | +9.6% |
| 6M | -21.0% | -43.2% | +22.2% | -18.0% |
| YTD | +1.8% | -65.9% | +67.8% | +10.8% |
| 1Y | +2.4% | -79.2% | +81.6% | +16.8% |
| 3Y | +52.1% | -90.4% | +142.5% | +83.9% |
| All | +52.1% | -90.9% | +143.1% | +83.9% |
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