-44.7%
S vs LCID
-98.6%
+54.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.4% | -1.4% | +5.9% |
| 7D | +1.6% | +20.0% | -18.4% | -2.7% |
| 30D | -10.5% | -5.0% | -5.5% | -9.8% |
| 3M | +9.9% | -48.9% | +58.8% | +26.4% |
| 6M | +41.8% | -43.2% | +85.0% | +52.6% |
| YTD | +56.8% | -65.9% | +122.7% | +86.8% |
| 1Y | +39.0% | -79.2% | +118.2% | +86.7% |
| 3Y | +53.8% | -90.4% | +144.2% | +115.5% |
| 5Y | -68.6% | -99.2% | +30.6% | -18.7% |
| All | -44.7% | -98.6% | +54.0% | +45.7% |
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