+99.5%
ROST vs LCID
-90.0%
+189.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.6% |
| 7D | +3.2% | +24.8% | -21.7% | +2.1% |
| 30D | +7.4% | -0.5% | +8.0% | +7.2% |
| 3M | -6.1% | -43.0% | +36.9% | -4.1% |
| 6M | +6.2% | -40.5% | +46.8% | +7.4% |
| YTD | +33.4% | -64.3% | +97.8% | +37.7% |
| 1Y | +48.8% | -78.1% | +126.9% | +56.6% |
| 3Y | +99.5% | -90.1% | +189.6% | +116.6% |
| All | +99.5% | -90.0% | +189.5% | +116.6% |
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