+99.6%
RIO vs LCID
-97.7%
+197.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.8% |
| 30D | +5.0% | -34.2% | +39.2% | +7.7% |
| 3M | +5.1% | -9.1% | +14.3% | +4.3% |
| 6M | +17.6% | -52.6% | +70.2% | +21.7% |
| YTD | +36.3% | -56.2% | +92.5% | +41.4% |
| 1Y | +71.2% | -74.9% | +146.1% | +83.5% |
| 3Y | +102.7% | -92.1% | +194.8% | +125.4% |
| 5Y | +99.6% | -97.6% | +197.1% | +142.9% |
| All | +99.6% | -97.7% | +197.3% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling