-91.8%
QID vs LCID
-95.4%
+3.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.1% |
| 7D | -0.6% | -6.6% | +6.0% | -1.7% |
| 30D | 0.0% | -30.1% | +30.1% | -5.5% |
| 3M | +3.7% | -17.6% | +21.3% | +3.4% |
| 6M | -29.9% | -54.4% | +24.6% | -36.2% |
| YTD | -28.8% | -55.7% | +26.9% | -34.9% |
| 1Y | -37.2% | -71.0% | +33.9% | -45.9% |
| 3Y | -73.7% | -92.6% | +18.9% | -80.2% |
| 5Y | -80.7% | -97.6% | +16.9% | -86.5% |
| All | -91.8% | -95.4% | +3.6% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling