+163.9%
QQQ vs LCID
-97.1%
+261.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | -0.4% |
| 7D | +3.6% | -10.2% | +13.8% | +4.5% |
| 30D | -6.7% | -10.2% | +3.5% | -6.2% |
| 3M | -7.0% | -54.1% | +47.1% | -1.3% |
| 6M | -4.7% | -53.8% | +49.1% | -0.2% |
| YTD | +11.1% | -72.0% | +83.1% | +20.5% |
| 1Y | +12.3% | -80.5% | +92.8% | +25.4% |
| 3Y | +83.3% | -92.6% | +175.9% | +112.1% |
| 5Y | +77.5% | -99.3% | +176.8% | +136.6% |
| All | +163.9% | -97.1% | +261.0% | +257.0% |
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 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