-28.2%
RBLX vs LCID
-98.8%
+70.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | -0.4% |
| 7D | +1.2% | -10.2% | +11.4% | +3.8% |
| 30D | +5.0% | -10.2% | +15.2% | +7.5% |
| 3M | +31.5% | -54.1% | +85.6% | +59.7% |
| 6M | +18.9% | -53.8% | +72.7% | +39.8% |
| YTD | -38.4% | -72.0% | +33.6% | -18.8% |
| 1Y | -50.7% | -80.5% | +29.8% | -28.9% |
| 3Y | +28.8% | -92.6% | +121.4% | +102.2% |
| 5Y | -53.6% | -99.3% | +45.7% | +54.6% |
| All | -28.2% | -98.8% | +70.6% | +111.4% |
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