+335.2%
QLD vs LCID
-95.4%
+430.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +0.6% | -6.6% | +7.2% | +1.7% |
| 30D | -0.1% | -30.1% | +30.0% | +5.8% |
| 3M | -8.4% | -17.6% | +9.2% | -8.0% |
| 6M | +32.2% | -54.4% | +86.6% | +45.9% |
| YTD | +28.9% | -55.7% | +84.6% | +41.8% |
| 1Y | +43.8% | -71.0% | +114.9% | +68.9% |
| 3Y | +176.6% | -92.6% | +269.2% | +279.5% |
| 5Y | +121.6% | -97.6% | +219.2% | +261.5% |
| All | +335.2% | -95.4% | +430.6% | +673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling