+47.0%
QCOM vs LCID
-93.0%
+140.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.4% | -4.9% | +4.3% |
| 7D | +0.4% | +8.9% | -8.6% | -0.6% |
| 30D | -6.6% | -15.4% | +8.8% | -5.1% |
| 3M | +3.7% | -52.9% | +56.6% | +11.8% |
| 6M | -13.3% | -46.8% | +33.5% | -9.2% |
| YTD | -1.8% | -68.9% | +67.1% | +8.0% |
| 1Y | -2.5% | -81.7% | +79.2% | +12.8% |
| 3Y | +47.0% | -92.4% | +139.4% | +79.0% |
| All | +47.0% | -93.0% | +140.0% | +79.0% |
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 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