-91.6%
QID vs LCID
-95.9%
+4.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.0% |
| 7D | +2.7% | -9.1% | +11.9% | +1.2% |
| 30D | +3.3% | -37.6% | +40.9% | -4.2% |
| 3M | -5.5% | -11.1% | +5.5% | -4.7% |
| 6M | -28.4% | -59.2% | +30.8% | -36.1% |
| YTD | -26.6% | -60.5% | +33.9% | -34.1% |
| 1Y | -34.1% | -78.5% | +44.4% | -46.2% |
| 3Y | -73.7% | -92.8% | +19.2% | -80.2% |
| 5Y | -80.7% | -97.9% | +17.2% | -86.7% |
| All | -91.6% | -95.9% | +4.4% | -94.7% |
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