+422.6%
RIG vs LCID
-97.1%
+519.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.2% | +13.4% | +5.0% |
| 7D | +5.7% | -10.2% | +15.9% | +6.6% |
| 30D | -0.7% | -10.2% | +9.5% | -0.3% |
| 3M | -3.1% | -54.1% | +51.0% | +3.7% |
| 6M | -16.3% | -53.8% | +37.4% | -12.6% |
| YTD | +34.1% | -72.0% | +106.2% | +47.8% |
| 1Y | +38.2% | -80.5% | +118.7% | +58.1% |
| 3Y | -15.3% | -92.6% | +77.3% | +2.0% |
| 5Y | +62.5% | -99.3% | +161.8% | +125.8% |
| All | +422.6% | -97.1% | +519.8% | +615.1% |
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