-44.0%
S vs LCID
-98.6%
+54.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +2.1% |
| 7D | +1.2% | +8.9% | -7.7% | -0.8% |
| 30D | -7.3% | +6.8% | -14.2% | -9.1% |
| 3M | +5.9% | -45.2% | +51.1% | +19.9% |
| 6M | +45.6% | -39.1% | +84.8% | +54.1% |
| YTD | +58.5% | -65.3% | +123.8% | +87.9% |
| 1Y | +37.6% | -78.4% | +116.0% | +83.2% |
| 3Y | +51.7% | -90.3% | +142.0% | +112.2% |
| 5Y | -67.5% | -99.2% | +31.7% | -16.2% |
| All | -44.0% | -98.6% | +54.6% | +46.5% |
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