+176.1%
QLD vs LCID
-92.6%
+268.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.6% | -6.6% | +7.2% | +1.5% |
| 30D | -0.1% | -30.1% | +30.0% | +4.7% |
| 3M | -8.4% | -17.6% | +9.2% | -8.0% |
| 6M | +32.2% | -54.4% | +86.6% | +43.8% |
| YTD | +28.9% | -55.7% | +84.6% | +39.8% |
| 1Y | +43.8% | -71.0% | +114.9% | +64.6% |
| All | +176.1% | -92.6% | +268.7% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling