-85.1%
RUN vs LCID
-96.4%
+11.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +5.0% |
| 7D | +3.2% | +8.9% | -5.7% | -1.0% |
| 30D | +19.5% | +6.8% | +12.7% | +14.7% |
| 3M | -9.6% | -45.2% | +35.7% | +7.5% |
| 6M | -37.3% | -39.1% | +1.8% | -32.4% |
| YTD | -50.7% | -65.3% | +14.6% | -36.4% |
| 1Y | -54.1% | -78.4% | +24.3% | -30.7% |
| 3Y | -3.9% | -90.3% | +86.4% | +74.1% |
| 5Y | -84.4% | -99.2% | +14.8% | -53.0% |
| All | -85.1% | -96.4% | +11.3% | -52.3% |
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 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