+98.6%
ROST vs LCID
-92.2%
+190.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.5% |
| 7D | +0.9% | -6.6% | +7.5% | +1.2% |
| 30D | -8.9% | -30.1% | +21.3% | -7.5% |
| 3M | -0.8% | -17.6% | +16.8% | -0.8% |
| 6M | +8.5% | -54.4% | +62.9% | +11.5% |
| YTD | +28.6% | -55.7% | +84.3% | +32.0% |
| 1Y | +52.3% | -71.0% | +123.4% | +59.1% |
| All | +98.6% | -92.2% | +190.8% | +119.1% |
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