-20.2%
QS vs LCID
-92.2%
+72.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.3% |
| 7D | -2.3% | -6.6% | +4.3% | +0.7% |
| 30D | -0.7% | -30.1% | +29.4% | +16.8% |
| 3M | -39.6% | -17.6% | -22.0% | -39.4% |
| 6M | -21.7% | -54.4% | +32.7% | +4.3% |
| YTD | -47.4% | -55.7% | +8.3% | -29.3% |
| 1Y | -28.4% | -71.0% | +42.7% | +20.0% |
| All | -20.2% | -92.2% | +72.0% | +139.5% |
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