+13.3%
RMBS vs LCID
-71.9%
+85.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -0.3% | -6.6% | +6.2% | +1.0% |
| 30D | -12.2% | -30.1% | +18.0% | -5.5% |
| 3M | -49.5% | -17.6% | -31.9% | -49.1% |
| 6M | -7.1% | -54.4% | +47.3% | +15.0% |
| YTD | -7.0% | -55.7% | +48.7% | +15.1% |
| 1Y | +13.3% | -71.0% | +84.4% | +71.6% |
| All | +13.3% | -71.9% | +85.3% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling