-15.2%
QCOM vs LCID
-55.2%
+40.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -11.6% | +2.1% | -7.9% |
| 7D | -15.5% | -6.9% | -8.6% | -14.5% |
| 30D | -13.4% | -28.4% | +15.0% | -10.4% |
| 3M | 0.0% | -55.5% | +55.6% | +7.0% |
| 6M | -15.2% | -52.3% | +37.1% | -10.5% |
| All | -15.2% | -55.2% | +40.0% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling