-70.8%
QS vs LCID
-95.8%
+25.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.8% | +1.2% | -3.2% |
| 7D | -4.2% | -9.3% | +5.1% | +0.1% |
| 30D | -15.7% | -35.4% | +19.7% | +2.1% |
| 3M | -28.7% | -17.1% | -11.6% | -28.8% |
| 6M | -23.2% | -58.9% | +35.7% | +4.1% |
| YTD | -49.9% | -59.6% | +9.7% | -31.9% |
| 1Y | -38.8% | -78.0% | +39.2% | +10.2% |
| 3Y | -24.0% | -92.7% | +68.7% | +100.3% |
| 5Y | -75.6% | -97.8% | +22.3% | +3.5% |
| All | -70.8% | -95.8% | +25.1% | +52.2% |
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