+165.4%
ROST vs LCID
-95.4%
+260.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.5% |
| 7D | +0.9% | -6.6% | +7.5% | +1.3% |
| 30D | -8.9% | -30.1% | +21.3% | -7.0% |
| 3M | -0.8% | -17.6% | +16.8% | -0.7% |
| 6M | +8.5% | -54.4% | +62.9% | +12.3% |
| YTD | +28.6% | -55.7% | +84.3% | +33.0% |
| 1Y | +52.3% | -71.0% | +123.4% | +61.2% |
| 3Y | +94.8% | -92.6% | +187.5% | +117.9% |
| 5Y | +110.8% | -97.6% | +208.4% | +147.9% |
| All | +165.4% | -95.4% | +260.9% | +252.3% |
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