+154.7%
QLD vs LCID
-90.9%
+245.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.6% | +5.4% |
| 7D | -1.4% | +20.0% | -21.4% | -3.9% |
| 30D | -19.6% | -5.0% | -14.6% | -19.3% |
| 3M | -14.1% | -48.9% | +34.7% | -6.7% |
| 6M | -13.6% | -43.2% | +29.6% | -9.3% |
| YTD | +12.5% | -65.9% | +78.5% | +25.7% |
| 1Y | +13.1% | -79.2% | +92.3% | +34.8% |
| 3Y | +154.7% | -90.4% | +245.1% | +212.0% |
| All | +154.7% | -90.9% | +245.6% | +212.0% |
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