+154.8%
RIO vs LCID
-95.8%
+250.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.3% |
| 7D | +1.0% | -9.3% | +10.3% | +1.5% |
| 30D | +4.0% | -35.4% | +39.4% | +6.3% |
| 3M | +4.5% | -17.1% | +21.6% | +4.4% |
| 6M | +17.3% | -58.9% | +76.3% | +21.4% |
| YTD | +36.2% | -59.6% | +95.8% | +40.7% |
| 1Y | +76.1% | -78.0% | +154.1% | +87.2% |
| 3Y | +102.5% | -92.7% | +195.2% | +120.3% |
| 5Y | +103.5% | -97.8% | +201.4% | +127.0% |
| All | +154.8% | -95.8% | +250.6% | +226.1% |
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