+255.7%
QLD vs LCID
-96.8%
+352.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.9% | +0.8% |
| 7D | -10.3% | +8.9% | -19.2% | -11.6% |
| 30D | -26.1% | -15.4% | -10.6% | -24.2% |
| 3M | -17.8% | -52.9% | +35.1% | -7.2% |
| 6M | -15.6% | -46.8% | +31.3% | -9.3% |
| YTD | +5.4% | -68.9% | +74.3% | +22.5% |
| 1Y | +5.2% | -81.7% | +86.9% | +33.8% |
| 3Y | +139.4% | -92.4% | +231.8% | +223.6% |
| 5Y | +66.7% | -99.2% | +165.9% | +201.3% |
| All | +255.7% | -96.8% | +352.5% | +568.5% |
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 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