-79.4%
QS vs LCID
-97.1%
+17.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.2% | +4.1% | -1.0% |
| 7D | -14.0% | -10.2% | -3.8% | -9.9% |
| 30D | -6.4% | -10.2% | +3.8% | -2.5% |
| 3M | -40.3% | -54.1% | +13.9% | -16.5% |
| 6M | -57.5% | -53.8% | -3.7% | -44.9% |
| YTD | -64.7% | -72.0% | +7.4% | -43.9% |
| 1Y | -72.9% | -80.5% | +7.6% | -49.4% |
| 3Y | -33.5% | -92.6% | +59.1% | +74.0% |
| 5Y | -90.5% | -99.3% | +8.8% | -43.7% |
| All | -79.4% | -97.1% | +17.7% | +25.3% |
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