+96.2%
QQQ vs LCID
-92.3%
+188.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.5% | +1.8% | -0.2% | +1.4% |
| 30D | -0.6% | -34.2% | +33.6% | +2.1% |
| 3M | +0.4% | -9.1% | +9.6% | -0.2% |
| 6M | +20.1% | -52.6% | +72.7% | +24.8% |
| YTD | +17.2% | -56.2% | +73.4% | +22.1% |
| 1Y | +24.7% | -74.9% | +99.6% | +34.6% |
| 3Y | +96.2% | -92.1% | +188.2% | +123.6% |
| All | +96.2% | -92.3% | +188.4% | +123.6% |
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