+46.0%
SAP vs LCID
-95.5%
+141.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -0.3% | +1.8% | -2.0% | -0.4% |
| 30D | +2.6% | -34.2% | +36.8% | +4.9% |
| 3M | +16.3% | -9.1% | +25.4% | +15.9% |
| 6M | +6.4% | -52.6% | +59.0% | +9.6% |
| YTD | -11.4% | -56.2% | +44.8% | -8.7% |
| 1Y | -20.4% | -74.9% | +54.5% | -15.6% |
| 3Y | +56.5% | -92.1% | +148.6% | +71.6% |
| 5Y | +56.8% | -97.6% | +154.3% | +83.2% |
| All | +46.0% | -95.5% | +141.5% | +79.7% |
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