+630.7%
SAN vs LCID
-97.1%
+727.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.3% |
| 7D | +4.0% | -10.2% | +14.2% | +4.7% |
| 30D | -7.8% | -10.2% | +2.4% | -7.4% |
| 3M | -16.4% | -54.1% | +37.8% | -12.1% |
| 6M | +3.5% | -53.8% | +57.3% | +7.6% |
| YTD | +6.7% | -72.0% | +78.7% | +14.1% |
| 1Y | +14.5% | -80.5% | +95.0% | +25.2% |
| 3Y | +243.5% | -92.6% | +336.1% | +286.1% |
| 5Y | +296.2% | -99.3% | +395.5% | +384.4% |
| All | +630.7% | -97.1% | +727.8% | +813.4% |
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