+118.0%
RSP vs LCID
-96.8%
+214.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.0% |
| 7D | -1.0% | +8.9% | -10.0% | -1.6% |
| 30D | +2.6% | -15.4% | +18.0% | +3.4% |
| 3M | -0.8% | -52.9% | +52.1% | +3.3% |
| 6M | +6.3% | -46.8% | +53.1% | +8.8% |
| YTD | +14.1% | -68.9% | +83.0% | +20.1% |
| 1Y | +18.0% | -81.7% | +99.7% | +28.1% |
| 3Y | +61.0% | -92.4% | +153.4% | +78.3% |
| 5Y | +45.6% | -99.2% | +144.8% | +73.0% |
| All | +118.0% | -96.8% | +214.8% | +163.4% |
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