+275.4%
QLD vs LCID
-96.3%
+371.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.0% |
| 7D | -3.8% | +24.8% | -28.6% | -7.4% |
| 30D | -20.5% | -0.5% | -20.0% | -20.8% |
| 3M | -14.6% | -43.0% | +28.3% | -6.8% |
| 6M | -14.7% | -40.5% | +25.9% | -10.1% |
| YTD | +11.2% | -64.3% | +75.5% | +26.3% |
| 1Y | +7.1% | -78.1% | +85.2% | +31.9% |
| 3Y | +141.1% | -90.1% | +231.2% | +210.6% |
| 5Y | +84.3% | -99.1% | +183.4% | +224.9% |
| All | +275.4% | -96.3% | +371.7% | +588.8% |
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 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