-18.8%
RIG vs LCID
-90.3%
+71.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.7% |
| 7D | -2.6% | +8.9% | -11.5% | -3.4% |
| 30D | -5.2% | +6.8% | -12.0% | -6.1% |
| 3M | -8.6% | -45.2% | +36.6% | -3.8% |
| 6M | -18.9% | -39.1% | +20.2% | -17.7% |
| YTD | +28.6% | -65.3% | +93.9% | +40.6% |
| 1Y | +25.5% | -78.4% | +103.9% | +45.4% |
| All | -18.8% | -90.3% | +71.5% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling