+4.9%
ROP vs LCID
-95.5%
+100.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -5.4% | +1.8% | -7.2% | -5.5% |
| 30D | -1.6% | -34.2% | +32.6% | -0.5% |
| 3M | +18.8% | -9.1% | +28.0% | +18.7% |
| 6M | +8.2% | -52.6% | +60.8% | +9.8% |
| YTD | -10.5% | -56.2% | +45.7% | -9.1% |
| 1Y | -23.7% | -74.9% | +51.1% | -21.6% |
| 3Y | -17.9% | -92.1% | +74.2% | -14.4% |
| 5Y | -15.3% | -97.6% | +82.2% | -8.8% |
| All | +4.9% | -95.5% | +100.4% | +14.4% |
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