+98.1%
RIO vs LCID
-99.1%
+197.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.9% | -2.5% |
| 7D | +3.6% | +24.8% | -21.3% | +1.9% |
| 30D | -10.8% | -0.5% | -10.3% | -11.0% |
| 3M | -15.2% | -43.0% | +27.7% | -12.3% |
| 6M | -18.0% | -40.5% | +22.5% | -16.5% |
| YTD | +11.0% | -64.3% | +75.3% | +16.7% |
| 1Y | +26.4% | -78.1% | +104.4% | +37.2% |
| 3Y | +54.4% | -90.1% | +144.4% | +71.0% |
| 5Y | +98.1% | -99.1% | +197.2% | +141.2% |
| All | +98.1% | -99.1% | +197.2% | +141.2% |
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