+434.9%
RIG vs LCID
-95.9%
+530.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -3.1% | -9.8% | +6.8% | -2.1% |
| 30D | -0.5% | -35.5% | +34.9% | +3.8% |
| 3M | -6.0% | -18.4% | +12.4% | -6.4% |
| 6M | -10.1% | -60.5% | +50.3% | -3.3% |
| YTD | +37.3% | -60.1% | +97.4% | +47.2% |
| 1Y | +73.9% | -78.8% | +152.7% | +98.9% |
| 3Y | -30.2% | -92.8% | +62.6% | -15.1% |
| 5Y | +62.5% | -97.9% | +160.3% | +116.7% |
| All | +434.9% | -95.9% | +530.8% | +612.1% |
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