+19.8%
ROL vs LCID
-96.5%
+116.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +1.9% |
| 7D | +7.5% | +20.0% | -12.5% | +7.0% |
| 30D | +21.1% | -5.0% | +26.2% | +21.1% |
| 3M | +3.1% | -48.9% | +52.0% | +4.6% |
| 6M | -27.4% | -43.2% | +15.8% | -26.9% |
| YTD | -34.7% | -65.9% | +31.2% | -33.5% |
| 1Y | -32.9% | -79.2% | +46.2% | -30.7% |
| 3Y | +6.1% | -90.4% | +96.6% | +10.2% |
| 5Y | +16.3% | -99.2% | +115.5% | +26.5% |
| All | +19.8% | -96.5% | +116.3% | +27.4% |
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