+2.1%
ROL vs LCID
-91.4%
+93.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.9% | -1.4% |
| 7D | -1.7% | +9.2% | -10.9% | -1.7% |
| 30D | +18.5% | -3.0% | +21.5% | +18.5% |
| 3M | +4.3% | -50.2% | +54.6% | +4.6% |
| 6M | -27.7% | -45.8% | +18.1% | -27.6% |
| YTD | -35.8% | -69.2% | +33.4% | -35.3% |
| 1Y | -34.1% | -80.4% | +46.3% | -33.2% |
| All | +2.1% | -91.4% | +93.4% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling