+252.0%
RMBS vs LCID
-99.1%
+351.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.3% | +6.2% |
| 7D | +3.0% | +8.9% | -5.9% | +1.6% |
| 30D | -15.5% | +6.8% | -22.4% | -16.7% |
| 3M | -11.5% | -45.2% | +33.8% | -2.5% |
| 6M | -36.5% | -39.1% | +2.6% | -33.3% |
| YTD | -7.1% | -65.3% | +58.2% | +7.2% |
| 1Y | -18.7% | -78.4% | +59.7% | +1.2% |
| 3Y | +36.2% | -90.3% | +126.5% | +79.0% |
| 5Y | +252.0% | -99.2% | +351.2% | +516.8% |
| All | +252.0% | -99.1% | +351.1% | +516.8% |
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 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