+280.7%
QLD vs LCID
-97.1%
+377.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.2% | +6.8% | -0.9% |
| 7D | +7.0% | -10.2% | +17.2% | +8.8% |
| 30D | -14.3% | -10.2% | -4.1% | -13.1% |
| 3M | -16.0% | -54.1% | +38.1% | -4.9% |
| 6M | -14.2% | -53.8% | +39.5% | -5.8% |
| YTD | +12.8% | -72.0% | +84.8% | +33.3% |
| 1Y | +14.1% | -80.5% | +94.6% | +43.1% |
| 3Y | +146.0% | -92.6% | +238.5% | +232.7% |
| 5Y | +82.0% | -99.3% | +181.3% | +235.6% |
| All | +280.7% | -97.1% | +377.8% | +627.1% |
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