-34.5%
RBLX vs LCID
-98.3%
+63.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +5.1% | -9.8% | +14.9% | +7.9% |
| 30D | +28.0% | -35.5% | +63.5% | +43.1% |
| 3M | +4.6% | -18.4% | +23.0% | +7.1% |
| 6M | -24.7% | -60.5% | +35.8% | -7.6% |
| YTD | -43.8% | -60.1% | +16.2% | -32.1% |
| 1Y | -65.8% | -78.8% | +13.0% | -51.4% |
| 3Y | +59.4% | -92.8% | +152.1% | +163.1% |
| 5Y | -48.2% | -97.9% | +49.7% | +36.5% |
| All | -34.5% | -98.3% | +63.8% | +76.8% |
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