+8.0%
ROP vs LCID
-95.4%
+103.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.6% |
| 7D | -4.4% | -6.6% | +2.1% | -4.3% |
| 30D | +3.2% | -30.1% | +33.4% | +4.2% |
| 3M | +23.1% | -17.6% | +40.7% | +23.2% |
| 6M | +13.3% | -54.4% | +67.7% | +15.0% |
| YTD | -7.9% | -55.7% | +47.9% | -6.5% |
| 1Y | -22.1% | -71.0% | +49.0% | -20.2% |
| 3Y | -16.8% | -92.6% | +75.8% | -13.2% |
| 5Y | -13.5% | -97.6% | +84.1% | -6.9% |
| All | +8.0% | -95.4% | +103.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling