+651.6%
SAN vs LCID
-96.3%
+748.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.5% |
| 7D | +10.8% | +24.8% | -14.1% | +8.9% |
| 30D | -5.7% | -0.5% | -5.2% | -6.0% |
| 3M | -13.4% | -43.0% | +29.5% | -10.4% |
| 6M | +3.5% | -40.5% | +44.1% | +5.7% |
| YTD | +9.7% | -64.3% | +74.1% | +15.4% |
| 1Y | +20.9% | -78.1% | +98.9% | +31.0% |
| 3Y | +254.3% | -90.1% | +344.4% | +290.4% |
| 5Y | +304.2% | -99.1% | +403.3% | +385.4% |
| All | +651.6% | -96.3% | +748.0% | +823.9% |
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