+133.5%
QLD vs LCID
-93.7%
+227.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -11.6% | -1.2% | -11.1% |
| 7D | -18.6% | -6.9% | -11.7% | -17.6% |
| 30D | -28.3% | -28.4% | +0.1% | -25.1% |
| 3M | -20.4% | -55.5% | +35.1% | -11.6% |
| 6M | -14.3% | -52.3% | +38.0% | -7.6% |
| YTD | +2.8% | -71.8% | +74.6% | +18.0% |
| 1Y | -1.2% | -82.7% | +81.5% | +20.9% |
| All | +133.5% | -93.7% | +227.2% | +201.8% |
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 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