-85.5%
RUN vs LCID
-95.8%
+10.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.8% | +3.2% | -2.0% |
| 7D | -1.8% | -9.3% | +7.6% | +1.4% |
| 30D | -10.8% | -35.4% | +24.6% | +2.7% |
| 3M | -30.2% | -17.1% | -13.1% | -30.6% |
| 6M | -22.3% | -58.9% | +36.6% | -3.1% |
| YTD | -52.2% | -59.6% | +7.4% | -40.0% |
| 1Y | -45.1% | -78.0% | +32.9% | -15.8% |
| 3Y | -37.1% | -92.7% | +55.6% | +25.9% |
| 5Y | -80.3% | -97.8% | +17.6% | -46.9% |
| All | -85.5% | -95.8% | +10.3% | -55.0% |
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