+63.9%
SAP vs LCID
-96.5%
+160.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.2% |
| 7D | +1.6% | +20.0% | -18.4% | +0.4% |
| 30D | +10.5% | -5.0% | +15.6% | +10.6% |
| 3M | +15.2% | -48.9% | +64.0% | +19.1% |
| 6M | +36.7% | -43.2% | +79.9% | +39.4% |
| YTD | -0.6% | -65.9% | +65.4% | +3.7% |
| 1Y | -4.1% | -79.2% | +75.0% | +2.6% |
| 3Y | +73.2% | -90.4% | +163.7% | +87.5% |
| 5Y | +74.1% | -99.2% | +173.3% | +104.8% |
| All | +63.9% | -96.5% | +160.4% | +104.0% |
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