+2.0%
RDW vs LCID
-97.7%
+99.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +0.9% | -9.8% | +10.7% | +3.5% |
| 30D | -21.3% | -35.5% | +14.2% | -12.1% |
| 3M | -37.9% | -18.4% | -19.5% | -37.3% |
| 6M | +12.3% | -60.5% | +72.7% | +36.6% |
| YTD | +39.7% | -60.1% | +99.8% | +70.7% |
| 1Y | +25.7% | -78.8% | +104.5% | +76.8% |
| 3Y | +230.8% | -92.8% | +323.6% | +439.3% |
| 5Y | -8.8% | -97.9% | +89.1% | +82.3% |
| All | +2.0% | -97.7% | +99.8% | +101.4% |
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